+354.9%
PWR vs ES
+1.4%
+353.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.1% | +6.8% |
| 7D | -12.9% | +1.9% | -14.7% | -13.3% |
| 30D | -22.8% | +7.1% | -29.9% | -24.1% |
| 3M | -19.0% | -1.9% | -17.1% | -18.8% |
| 6M | -31.1% | +4.4% | -35.4% | -32.2% |
| YTD | +28.3% | +7.3% | +20.9% | +25.3% |
| 1Y | +22.2% | +2.1% | +20.1% | +20.3% |
| 3Y | +222.2% | +41.8% | +180.3% | +179.3% |
| All | +354.9% | +1.4% | +353.5% | +327.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling