+697.3%
PWR vs EXE
+165.2%
+532.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +11.3% | +5.3% | +6.0% | +9.7% |
| 30D | -8.9% | -2.2% | -6.7% | -8.2% |
| 3M | -10.5% | -5.9% | -4.6% | -9.1% |
| 6M | -22.2% | -5.7% | -16.5% | -21.3% |
| YTD | +42.7% | -17.8% | +60.6% | +49.4% |
| 1Y | +41.1% | -23.1% | +64.2% | +50.4% |
| 3Y | +242.7% | +21.2% | +221.6% | +216.8% |
| 5Y | +418.5% | +78.8% | +339.7% | +324.9% |
| All | +697.3% | +165.2% | +532.1% | +470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling