+451.9%
PWR vs ETR
+122.8%
+329.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -5.1% | +2.0% | -7.2% | -5.8% |
| 3M | -9.4% | -1.7% | -7.7% | -8.8% |
| 6M | +10.4% | +3.6% | +6.8% | +8.9% |
| YTD | +48.6% | +18.0% | +30.6% | +39.6% |
| 1Y | +68.0% | +26.2% | +41.8% | +54.2% |
| 3Y | +204.7% | +148.0% | +56.7% | +124.8% |
| 5Y | +451.9% | +126.1% | +325.9% | +301.8% |
| All | +451.9% | +122.8% | +329.2% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling