+404.2%
PWR vs ECL
+40.6%
+363.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.3% | +8.5% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -16.2% | +8.8% | -25.1% | -19.3% |
| 3M | -11.9% | +7.8% | -19.8% | -15.0% |
| 6M | -20.6% | +21.3% | -41.9% | -28.0% |
| YTD | +40.3% | +17.8% | +22.5% | +28.6% |
| 1Y | +33.0% | +21.1% | +12.0% | +20.2% |
| 3Y | +250.0% | +80.1% | +169.9% | +155.6% |
| 5Y | +404.2% | +40.5% | +363.7% | +331.5% |
| All | +404.2% | +40.6% | +363.5% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling