+1,796.7%
PWR vs EXC
+183.9%
+1,612.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -17.4% | +9.0% | -26.4% | -20.3% |
| 3M | -11.7% | +3.3% | -15.0% | -13.1% |
| 6M | -21.7% | +5.7% | -27.4% | -24.1% |
| YTD | +38.3% | +7.3% | +30.9% | +32.4% |
| 1Y | +29.6% | +2.9% | +26.6% | +26.0% |
| 3Y | +236.1% | +29.3% | +206.8% | +187.6% |
| 5Y | +406.3% | +40.1% | +366.3% | +310.8% |
| 10Y | +1,796.7% | +197.7% | +1,599.1% | +1,149.8% |
| All | +1,796.7% | +183.9% | +1,612.8% | +1,149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling