+2,521.4%
PWR vs ETR
+296.9%
+2,224.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +4.2% | -1.8% | +6.0% | +5.0% |
| 30D | -4.0% | -1.8% | -2.3% | -3.3% |
| 3M | -4.8% | -3.6% | -1.2% | -3.3% |
| 6M | +14.6% | +2.6% | +12.0% | +13.4% |
| YTD | +54.2% | +16.0% | +38.2% | +45.3% |
| 1Y | +67.1% | +20.1% | +47.0% | +55.4% |
| 3Y | +218.5% | +143.6% | +74.9% | +123.1% |
| 5Y | +466.3% | +124.4% | +341.9% | +304.5% |
| All | +2,521.4% | +296.9% | +2,224.6% | +1,746.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling