+1,796.7%
PWR vs ES
+87.3%
+1,709.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -11.2% | +0.9% | -12.1% | -11.7% |
| 30D | -17.4% | +5.9% | -23.3% | -19.1% |
| 3M | -11.7% | -1.0% | -10.7% | -11.9% |
| 6M | -21.7% | +7.2% | -28.9% | -24.0% |
| YTD | +38.3% | +7.0% | +31.3% | +34.1% |
| 1Y | +29.6% | +0.5% | +29.1% | +27.5% |
| 3Y | +236.1% | +48.7% | +187.5% | +181.5% |
| 5Y | +406.3% | +1.9% | +404.4% | +384.9% |
| 10Y | +1,796.7% | +89.2% | +1,707.6% | +1,729.7% |
| All | +1,796.7% | +87.3% | +1,709.4% | +1,729.7% |
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