+32.4%
PWR vs EXC
+1.0%
+31.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.6% | -13.3% | -11.1% |
| 7D | -4.4% | +3.3% | -7.6% | -3.4% |
| 30D | -15.1% | +13.3% | -28.3% | -12.0% |
| 3M | -16.2% | +1.8% | -18.1% | -15.8% |
| 6M | -23.3% | +1.1% | -24.4% | -23.1% |
| YTD | +37.6% | +9.0% | +28.6% | +37.7% |
| 1Y | +32.4% | +3.4% | +29.0% | +36.4% |
| All | +32.4% | +1.0% | +31.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling