+8,390.6%
PWR vs ECL
+2,697.3%
+5,693.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +3.6% | -2.6% | +6.2% | +5.4% |
| 30D | -8.6% | -2.2% | -6.4% | -7.5% |
| 3M | -13.2% | +10.1% | -23.3% | -19.6% |
| 6M | +9.9% | -5.7% | +15.6% | +12.7% |
| YTD | +48.0% | +7.0% | +41.1% | +38.9% |
| 1Y | +66.2% | +2.7% | +63.5% | +59.5% |
| 3Y | +195.1% | +57.7% | +137.4% | +106.9% |
| 5Y | +442.6% | +31.1% | +411.4% | +316.9% |
| 10Y | +2,334.2% | +150.9% | +2,183.4% | +1,022.1% |
| All | +8,390.6% | +2,697.3% | +5,693.3% | +1,039.9% |
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