+719.3%
PWR vs EXE
+188.3%
+531.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.2% | -2.2% | +2.0% | +0.4% |
| 30D | -7.7% | -0.8% | -6.9% | -7.6% |
| 3M | -4.9% | +10.0% | -15.0% | -7.8% |
| 6M | +9.7% | -6.3% | +16.1% | +11.2% |
| YTD | +46.7% | -10.7% | +57.4% | +50.1% |
| 1Y | +58.7% | +2.7% | +56.0% | +54.9% |
| 3Y | +200.7% | +19.1% | +181.6% | +179.5% |
| 5Y | +438.6% | +105.4% | +333.1% | +321.9% |
| All | +719.3% | +188.3% | +531.0% | +473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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