+7,830.8%
PWR vs EL
+971.0%
+6,859.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -11.2% | +7.6% | -18.9% | -13.7% |
| 30D | -17.4% | +15.7% | -33.1% | -22.2% |
| 3M | -11.7% | +30.5% | -42.3% | -21.6% |
| 6M | -21.7% | +32.5% | -54.2% | -31.6% |
| YTD | +38.3% | +9.4% | +28.8% | +26.1% |
| 1Y | +29.6% | +28.4% | +1.2% | +10.6% |
| 3Y | +236.1% | +4.4% | +231.7% | +182.3% |
| 5Y | +406.3% | -64.5% | +470.8% | +555.0% |
| 10Y | +1,796.7% | +64.9% | +1,731.8% | +1,083.2% |
| All | +7,830.8% | +971.0% | +6,859.8% | +1,882.6% |
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