+1,844.9%
PWR vs EMR
+279.1%
+1,565.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +19.1% | +2.7% | +16.4% | +17.1% |
| 30D | -12.0% | +2.1% | -14.1% | -13.0% |
| 3M | -10.6% | +2.3% | -12.8% | -11.7% |
| 6M | -20.8% | +22.5% | -43.3% | -31.1% |
| YTD | +43.7% | +27.2% | +16.5% | +19.8% |
| 1Y | +35.0% | +28.0% | +7.0% | +12.0% |
| 3Y | +249.4% | +103.4% | +146.0% | +102.8% |
| 5Y | +422.1% | +88.2% | +334.0% | +216.9% |
| All | +1,844.9% | +279.1% | +1,565.8% | +589.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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