+8,390.6%
PWR vs ES
+1,285.8%
+7,104.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | -8.6% | -2.0% | -6.6% | -7.8% |
| 3M | -13.2% | +1.7% | -14.8% | -14.3% |
| 6M | +9.9% | -3.5% | +13.4% | +10.9% |
| YTD | +48.0% | +7.9% | +40.1% | +41.4% |
| 1Y | +66.2% | +17.2% | +49.0% | +51.2% |
| 3Y | +195.1% | +29.3% | +165.8% | +145.7% |
| 5Y | +442.6% | -5.7% | +448.3% | +422.2% |
| 10Y | +2,334.2% | +85.2% | +2,249.0% | +1,420.6% |
| All | +8,390.6% | +1,285.8% | +7,104.8% | +1,942.9% |
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