+2,011.6%
PWR vs ESI
+200.4%
+1,811.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.5% |
| 7D | +19.1% | +8.3% | +10.8% | +15.7% |
| 30D | -12.0% | -10.4% | -1.6% | -7.7% |
| 3M | -10.6% | -13.2% | +2.6% | -5.4% |
| 6M | -20.8% | -23.9% | +3.1% | -12.2% |
| YTD | +43.7% | +34.2% | +9.5% | +28.8% |
| 1Y | +35.0% | +22.2% | +12.7% | +24.9% |
| 3Y | +249.4% | +79.2% | +170.2% | +179.1% |
| 5Y | +422.1% | +38.1% | +384.0% | +348.4% |
| 10Y | +1,868.4% | +323.6% | +1,544.9% | +1,060.2% |
| All | +2,011.6% | +200.4% | +1,811.3% | +1,304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling