+404.2%
PWR vs EW
-12.2%
+416.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.8% | +8.7% |
| 7D | -4.8% | +12.3% | -17.1% | -7.6% |
| 30D | -16.2% | +22.9% | -39.1% | -20.6% |
| 3M | -11.9% | +16.7% | -28.7% | -15.6% |
| 6M | -20.6% | +31.0% | -51.5% | -26.5% |
| YTD | +40.3% | +22.8% | +17.4% | +31.9% |
| 1Y | +33.0% | +25.6% | +7.5% | +24.4% |
| 3Y | +250.0% | +62.0% | +188.0% | +189.1% |
| 5Y | +404.2% | -12.8% | +416.9% | +422.6% |
| All | +404.2% | -12.2% | +416.3% | +422.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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