+2,407.1%
PWR vs EMB
+132.1%
+2,274.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -8.6% | -0.3% | -8.3% | -8.4% |
| 3M | -13.2% | -0.4% | -12.7% | -12.8% |
| 6M | +9.9% | +0.1% | +9.8% | +10.0% |
| YTD | +48.0% | +1.6% | +46.4% | +46.3% |
| 1Y | +66.2% | +5.6% | +60.6% | +58.6% |
| 3Y | +195.1% | +29.8% | +165.3% | +136.3% |
| 5Y | +442.6% | +7.3% | +435.3% | +410.2% |
| 10Y | +2,334.2% | +30.4% | +2,303.8% | +1,886.3% |
| All | +2,407.1% | +132.1% | +2,274.9% | +1,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling