+206.9%
PWR vs ETR
+148.1%
+58.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -5.1% | +2.0% | -7.2% | -5.9% |
| 3M | -9.4% | -1.7% | -7.7% | -8.7% |
| 6M | +10.4% | +3.6% | +6.8% | +8.8% |
| YTD | +48.6% | +18.0% | +30.6% | +39.2% |
| 1Y | +68.0% | +26.2% | +41.8% | +54.0% |
| All | +206.9% | +148.1% | +58.8% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling