+451.9%
PWR vs EXE
+100.7%
+351.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +2.7% | -2.7% | +5.4% | +3.4% |
| 30D | -5.1% | -0.4% | -4.8% | -5.1% |
| 3M | -9.4% | +9.5% | -18.9% | -11.9% |
| 6M | +10.4% | -9.3% | +19.8% | +12.9% |
| YTD | +48.6% | -10.9% | +59.6% | +52.2% |
| 1Y | +68.0% | +4.3% | +63.7% | +63.3% |
| 3Y | +204.7% | +18.8% | +185.9% | +184.2% |
| 5Y | +451.9% | +101.4% | +350.5% | +358.8% |
| All | +451.9% | +100.7% | +351.2% | +358.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling