+422.1%
PWR vs EMB
+7.3%
+414.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.7% |
| 7D | +19.1% | -0.7% | +19.7% | +20.1% |
| 30D | -12.0% | +0.5% | -12.5% | -12.6% |
| 3M | -10.6% | -2.5% | -8.1% | -8.0% |
| 6M | -20.8% | -2.0% | -18.8% | -18.8% |
| YTD | +43.7% | -0.9% | +44.6% | +45.6% |
| 1Y | +35.0% | -0.3% | +35.3% | +36.0% |
| 3Y | +249.4% | +29.2% | +220.2% | +169.0% |
| 5Y | +422.1% | +7.4% | +414.7% | +412.7% |
| All | +422.1% | +7.3% | +414.8% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling