+425.6%
PWR vs EMR
+88.1%
+337.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.4% |
| 7D | +4.7% | -2.0% | +6.7% | +6.6% |
| 30D | -12.5% | +2.8% | -15.3% | -13.8% |
| 3M | -9.3% | +2.0% | -11.3% | -10.2% |
| 6M | -22.2% | +20.7% | -42.9% | -31.0% |
| YTD | +44.2% | +27.3% | +16.9% | +21.0% |
| 1Y | +35.5% | +31.0% | +4.5% | +11.7% |
| 3Y | +250.4% | +103.6% | +146.8% | +105.3% |
| 5Y | +425.6% | +88.6% | +337.1% | +225.2% |
| All | +425.6% | +88.1% | +337.5% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling