+210.6%
PWR vs EXE
+21.0%
+189.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.3% |
| 7D | +4.5% | -1.8% | +6.3% | +5.1% |
| 30D | -4.9% | +6.4% | -11.3% | -6.8% |
| 3M | -7.9% | +9.2% | -17.1% | -10.6% |
| 6M | +18.3% | -7.0% | +25.3% | +20.7% |
| YTD | +51.5% | -9.5% | +61.0% | +55.2% |
| 1Y | +70.3% | +6.2% | +64.1% | +62.2% |
| 3Y | +210.6% | +20.7% | +189.9% | +186.8% |
| All | +210.6% | +21.0% | +189.6% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling