+7,256.3%
PWR vs ES
+1,278.2%
+5,978.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.1% | +7.6% |
| 7D | -12.9% | +1.9% | -14.7% | -14.0% |
| 30D | -22.8% | +7.1% | -29.9% | -25.7% |
| 3M | -19.0% | -1.9% | -17.1% | -18.9% |
| 6M | -31.1% | +4.4% | -35.4% | -33.4% |
| YTD | +28.3% | +7.3% | +20.9% | +21.9% |
| 1Y | +22.2% | +2.1% | +20.1% | +18.1% |
| 3Y | +222.2% | +41.8% | +180.3% | +154.6% |
| 5Y | +364.2% | +1.4% | +362.7% | +327.8% |
| 10Y | +1,864.8% | +86.8% | +1,778.1% | +1,112.5% |
| All | +7,256.3% | +1,278.2% | +5,978.1% | +1,661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling