+242.7%
PWR vs ETR
+155.2%
+87.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +11.3% | +1.2% | +10.1% | +10.8% |
| 30D | -8.9% | +7.0% | -15.9% | -11.6% |
| 3M | -10.5% | +4.6% | -15.1% | -12.3% |
| 6M | -22.2% | +0.1% | -22.3% | -22.4% |
| YTD | +42.7% | +23.2% | +19.6% | +31.3% |
| 1Y | +41.1% | +20.6% | +20.5% | +30.9% |
| 3Y | +242.7% | +156.3% | +86.5% | +177.4% |
| All | +242.7% | +155.2% | +87.6% | +177.4% |
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