+469.4%
PWR vs EOSE
-70.0%
+539.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.2% |
| 7D | +4.2% | +1.8% | +2.4% | +4.0% |
| 30D | -4.0% | -6.8% | +2.8% | -3.8% |
| 3M | -4.8% | -36.3% | +31.5% | -1.9% |
| 6M | +14.6% | -38.8% | +53.4% | +16.9% |
| YTD | +54.2% | -65.5% | +119.8% | +62.5% |
| 1Y | +67.1% | -45.3% | +112.4% | +67.8% |
| 3Y | +218.5% | +44.2% | +174.3% | +173.5% |
| All | +469.4% | -70.0% | +539.4% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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