+242.7%
PWR vs EFX
+4.8%
+237.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +11.3% | -0.8% | +12.1% | +11.3% |
| 30D | -8.9% | +25.1% | -34.0% | -10.4% |
| 3M | -10.5% | +1.7% | -12.2% | -10.4% |
| 6M | -22.2% | +18.4% | -40.5% | -24.8% |
| YTD | +42.7% | -12.5% | +55.3% | +47.4% |
| 1Y | +41.1% | -8.1% | +49.2% | +43.3% |
| 3Y | +242.7% | +4.8% | +238.0% | +201.8% |
| All | +242.7% | +4.8% | +237.9% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling