+853.1%
PWR vs EOSE
-58.6%
+911.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.6% |
| 7D | +2.7% | +15.0% | -12.3% | +1.4% |
| 30D | -5.1% | +2.5% | -7.6% | -5.7% |
| 3M | -9.4% | -33.7% | +24.3% | -7.2% |
| 6M | +10.4% | -32.7% | +43.2% | +11.6% |
| YTD | +48.6% | -63.8% | +112.4% | +55.3% |
| 1Y | +68.0% | -40.5% | +108.6% | +67.7% |
| 3Y | +204.7% | +50.4% | +154.4% | +165.0% |
| 5Y | +451.9% | -68.6% | +520.5% | +361.3% |
| All | +853.1% | -58.6% | +911.7% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling