+456.7%
PWR vs ESI
+77.4%
+379.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.1% |
| 7D | +4.5% | +5.4% | -0.9% | +1.9% |
| 30D | -4.9% | -4.2% | -0.7% | -2.9% |
| 3M | -7.9% | -9.6% | +1.7% | -3.4% |
| 6M | +18.3% | +18.3% | 0.0% | +8.4% |
| YTD | +51.5% | +45.8% | +5.7% | +24.5% |
| 1Y | +70.3% | +39.2% | +31.2% | +42.7% |
| 3Y | +210.6% | +86.3% | +124.3% | +120.7% |
| 5Y | +456.7% | +76.2% | +380.5% | +290.0% |
| All | +456.7% | +77.4% | +379.2% | +290.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling