+2,393.1%
PWR vs EMR
+274.4%
+2,118.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.4% |
| 7D | -0.2% | -1.2% | +1.0% | +0.6% |
| 30D | -7.7% | -9.4% | +1.7% | -1.4% |
| 3M | -4.9% | +8.6% | -13.5% | -10.5% |
| 6M | +9.7% | +6.7% | +3.0% | +4.1% |
| YTD | +46.7% | +13.1% | +33.6% | +32.0% |
| 1Y | +58.7% | +12.7% | +46.0% | +42.7% |
| 3Y | +200.7% | +58.1% | +142.6% | +107.7% |
| 5Y | +438.6% | +63.6% | +374.9% | +258.0% |
| All | +2,393.1% | +274.4% | +2,118.7% | +810.3% |
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