+58.7%
PWR vs EL
+11.6%
+47.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | -0.2% | -4.4% | +4.1% | -0.1% |
| 30D | -7.7% | +10.3% | -18.0% | -7.9% |
| 3M | -4.9% | +13.4% | -18.3% | -5.2% |
| 6M | +9.7% | +3.1% | +6.7% | +9.4% |
| YTD | +46.7% | -6.9% | +53.6% | +43.3% |
| 1Y | +58.7% | +11.9% | +46.8% | +49.7% |
| All | +58.7% | +11.6% | +47.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling