+8,143.9%
PWR vs EL
+943.4%
+7,200.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +19.1% | +2.7% | +16.4% | +18.0% |
| 30D | -12.0% | +10.8% | -22.8% | -15.8% |
| 3M | -10.6% | +26.5% | -37.0% | -19.6% |
| 6M | -20.8% | +31.1% | -51.9% | -30.5% |
| YTD | +43.7% | +6.6% | +37.1% | +32.3% |
| 1Y | +35.0% | +21.8% | +13.2% | +17.5% |
| 3Y | +249.4% | +1.8% | +247.7% | +196.2% |
| 5Y | +422.1% | -65.6% | +487.7% | +583.2% |
| 10Y | +1,868.4% | +60.3% | +1,808.1% | +1,140.6% |
| All | +8,143.9% | +943.4% | +7,200.4% | +1,980.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling