+32.4%
PWR vs ES
-1.6%
+34.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.1% | -13.7% | -11.6% |
| 7D | -4.4% | +5.3% | -9.7% | -4.3% |
| 30D | -15.1% | +8.9% | -24.0% | -15.1% |
| 3M | -16.2% | -1.9% | -14.3% | -15.8% |
| 6M | -23.3% | +3.9% | -27.2% | -23.8% |
| YTD | +37.6% | +8.3% | +29.3% | +37.3% |
| 1Y | +32.4% | -0.1% | +32.5% | +32.4% |
| All | +32.4% | -1.6% | +34.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling