+438.6%
PWR vs EME
+540.8%
-102.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | -0.2% | +0.9% | -1.2% | -0.9% |
| 30D | -7.7% | -8.4% | +0.7% | -1.7% |
| 3M | -4.9% | -3.6% | -1.3% | -2.2% |
| 6M | +9.7% | +3.6% | +6.2% | +8.2% |
| YTD | +46.7% | +22.5% | +24.2% | +29.1% |
| 1Y | +58.7% | +18.2% | +40.5% | +39.0% |
| 3Y | +200.7% | +238.4% | -37.6% | +28.1% |
| 5Y | +438.6% | +550.5% | -112.0% | +40.9% |
| All | +438.6% | +540.8% | -102.3% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling