+1,831.6%
PWR vs EMR
+279.2%
+1,552.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | +2.8% | +8.4% | +9.3% |
| 30D | -8.9% | +3.7% | -12.5% | -10.8% |
| 3M | -10.5% | +2.0% | -12.5% | -11.5% |
| 6M | -22.2% | +22.1% | -44.3% | -32.1% |
| YTD | +42.7% | +27.2% | +15.5% | +18.9% |
| 1Y | +41.1% | +32.0% | +9.1% | +14.6% |
| 3Y | +242.7% | +103.3% | +139.5% | +99.1% |
| 5Y | +418.5% | +88.2% | +330.3% | +214.7% |
| All | +1,831.6% | +279.2% | +1,552.4% | +584.5% |
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