+2,017.8%
PWR vs ESI
+207.0%
+1,810.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.7% |
| 7D | +4.7% | +1.8% | +2.9% | +4.4% |
| 30D | -12.5% | -6.6% | -5.9% | -9.7% |
| 3M | -9.3% | -9.4% | 0.0% | -5.6% |
| 6M | -22.2% | -24.1% | +1.9% | -13.6% |
| YTD | +44.2% | +37.1% | +7.0% | +28.1% |
| 1Y | +35.5% | +24.5% | +11.0% | +24.5% |
| 3Y | +250.4% | +83.2% | +167.3% | +177.7% |
| 5Y | +425.6% | +44.0% | +381.7% | +345.0% |
| 10Y | +1,874.2% | +332.8% | +1,541.4% | +1,054.2% |
| All | +2,017.8% | +207.0% | +1,810.9% | +1,296.7% |
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