+32.4%
PWR vs ESI
+27.8%
+4.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -4.6% | -7.0% | -9.3% |
| 7D | -4.4% | -6.6% | +2.2% | -0.8% |
| 30D | -15.1% | -10.9% | -4.1% | -9.8% |
| 3M | -16.2% | -13.8% | -2.4% | -9.9% |
| 6M | -23.3% | -21.5% | -1.8% | -14.0% |
| YTD | +37.6% | +34.7% | +2.9% | +23.7% |
| 1Y | +32.4% | +24.9% | +7.5% | +23.3% |
| All | +32.4% | +27.8% | +4.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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