+8,168.1%
PWR vs ECL
+2,991.8%
+5,176.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.9% |
| 7D | +4.7% | -2.3% | +7.0% | +6.6% |
| 30D | -12.5% | +8.3% | -20.8% | -17.3% |
| 3M | -9.3% | +8.4% | -17.8% | -14.6% |
| 6M | -22.2% | +23.3% | -45.4% | -33.5% |
| YTD | +44.2% | +18.2% | +25.9% | +26.1% |
| 1Y | +35.5% | +18.8% | +16.8% | +18.0% |
| 3Y | +250.4% | +78.5% | +172.0% | +125.3% |
| 5Y | +425.6% | +40.1% | +385.5% | +287.0% |
| 10Y | +1,874.2% | +196.5% | +1,677.7% | +707.4% |
| All | +8,168.1% | +2,991.8% | +5,176.3% | +934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling