+29.6%
PWR vs ES
-0.1%
+29.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -11.2% | +0.9% | -12.1% | -11.3% |
| 30D | -17.4% | +5.9% | -23.3% | -17.4% |
| 3M | -11.7% | -1.0% | -10.7% | -11.4% |
| 6M | -21.7% | +7.2% | -28.9% | -23.0% |
| YTD | +38.3% | +7.0% | +31.3% | +37.8% |
| 1Y | +29.6% | +0.5% | +29.1% | +29.4% |
| All | +29.6% | -0.1% | +29.7% | +29.4% |
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