+8,390.6%
PWR vs EL
+880.6%
+7,510.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.4% |
| 7D | +3.6% | +0.8% | +2.8% | +3.3% |
| 30D | -8.6% | +19.8% | -28.4% | -15.5% |
| 3M | -13.2% | +25.7% | -38.9% | -21.5% |
| 6M | +9.9% | +5.4% | +4.4% | +4.5% |
| YTD | +48.0% | +0.2% | +47.8% | +40.6% |
| 1Y | +66.2% | +20.4% | +45.7% | +45.4% |
| 3Y | +195.1% | -32.1% | +227.2% | +197.6% |
| 5Y | +442.6% | -67.2% | +509.7% | +626.3% |
| 10Y | +2,334.2% | +31.7% | +2,302.5% | +1,577.1% |
| All | +8,390.6% | +880.6% | +7,510.0% | +2,110.2% |
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