+456.7%
PWR vs EXC
+48.6%
+408.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.3% |
| 30D | -4.9% | -2.7% | -2.2% | -4.5% |
| 3M | -7.9% | -1.0% | -6.9% | -8.1% |
| 6M | +18.3% | -9.3% | +27.6% | +20.0% |
| YTD | +51.5% | +3.6% | +47.9% | +49.1% |
| 1Y | +70.3% | +5.9% | +64.4% | +66.5% |
| 3Y | +210.6% | +21.3% | +189.3% | +187.2% |
| 5Y | +456.7% | +46.2% | +410.5% | +356.6% |
| All | +456.7% | +48.6% | +408.0% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling