+726.8%
PWR vs EXE
+191.4%
+535.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -8.6% | +8.5% | -17.0% | -10.7% |
| 3M | -13.2% | +5.5% | -18.6% | -14.7% |
| 6M | +9.9% | -5.9% | +15.8% | +11.2% |
| YTD | +48.0% | -9.7% | +57.8% | +51.1% |
| 1Y | +66.2% | +3.6% | +62.6% | +61.8% |
| 3Y | +195.1% | +18.0% | +177.1% | +174.9% |
| 5Y | +442.6% | +109.4% | +333.1% | +322.3% |
| All | +726.8% | +191.4% | +535.5% | +477.3% |
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