+456.7%
PWR vs ED
+71.7%
+385.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.3% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | -4.9% | +1.1% | -6.0% | -4.9% |
| 3M | -7.9% | +4.6% | -12.5% | -8.1% |
| 6M | +18.3% | -2.0% | +20.3% | +18.3% |
| YTD | +51.5% | +11.7% | +39.8% | +50.8% |
| 1Y | +70.3% | +15.7% | +54.6% | +69.0% |
| 3Y | +210.6% | +34.4% | +176.2% | +190.5% |
| 5Y | +456.7% | +67.3% | +389.4% | +392.4% |
| All | +456.7% | +71.7% | +385.0% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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