+2,396.1%
PWR vs ES
+85.1%
+2,311.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +4.5% | +1.4% | +3.1% | +4.1% |
| 30D | -4.9% | -1.2% | -3.7% | -4.6% |
| 3M | -7.9% | +5.0% | -12.9% | -9.5% |
| 6M | +18.3% | -2.8% | +21.2% | +18.8% |
| YTD | +51.5% | +8.6% | +42.9% | +46.9% |
| 1Y | +70.3% | +18.9% | +51.4% | +59.5% |
| 3Y | +210.6% | +32.1% | +178.5% | +173.3% |
| 5Y | +456.7% | -5.1% | +461.7% | +449.5% |
| 10Y | +2,396.1% | +84.2% | +2,311.9% | +2,188.5% |
| All | +2,396.1% | +85.1% | +2,311.0% | +2,188.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling