+2,521.4%
PWR vs EME
+1,362.1%
+1,159.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +2.3% |
| 7D | +4.2% | +3.5% | +0.7% | +1.9% |
| 30D | -4.0% | -6.3% | +2.3% | +0.3% |
| 3M | -4.8% | -3.8% | -1.0% | -2.1% |
| 6M | +14.6% | +8.5% | +6.1% | +9.8% |
| YTD | +54.2% | +27.8% | +26.4% | +32.9% |
| 1Y | +67.1% | +22.2% | +44.9% | +45.0% |
| 3Y | +218.5% | +253.5% | -35.0% | +39.7% |
| 5Y | +466.3% | +578.6% | -112.4% | +62.7% |
| All | +2,521.4% | +1,362.1% | +1,159.3% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling