+246.1%
PWR vs ESI
+84.3%
+161.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.1% |
| 7D | +4.7% | +1.8% | +2.9% | +4.2% |
| 30D | -12.5% | -6.6% | -5.9% | -8.9% |
| 3M | -9.3% | -9.4% | 0.0% | -4.5% |
| 6M | -22.2% | -24.1% | +1.9% | -11.2% |
| YTD | +44.2% | +37.1% | +7.0% | +23.1% |
| 1Y | +35.5% | +24.5% | +11.0% | +21.2% |
| All | +246.1% | +84.3% | +161.8% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling