+236.1%
PWR vs EL
+3.4%
+232.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -11.2% | +7.6% | -18.9% | -11.8% |
| 30D | -17.4% | +15.7% | -33.1% | -18.5% |
| 3M | -11.7% | +30.5% | -42.3% | -14.2% |
| 6M | -21.7% | +32.5% | -54.2% | -24.2% |
| YTD | +38.3% | +9.4% | +28.8% | +35.4% |
| 1Y | +29.6% | +28.4% | +1.2% | +23.9% |
| 3Y | +236.1% | +4.4% | +231.7% | +213.1% |
| All | +236.1% | +3.4% | +232.8% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling