+32.4%
PWR vs ETR
+18.4%
+14.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.7% | -14.4% | -13.2% |
| 7D | -4.4% | +3.7% | -8.1% | -6.6% |
| 30D | -15.1% | +11.0% | -26.1% | -21.0% |
| 3M | -16.2% | +3.4% | -19.6% | -18.1% |
| 6M | -23.3% | -3.3% | -20.1% | -21.9% |
| YTD | +37.6% | +23.3% | +14.4% | +14.5% |
| 1Y | +32.4% | +19.2% | +13.2% | +13.7% |
| All | +32.4% | +18.4% | +14.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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