+2,393.1%
PWR vs EXEL
+386.3%
+2,006.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.2% |
| 30D | -7.7% | +11.9% | -19.6% | -9.5% |
| 3M | -4.9% | +9.2% | -14.2% | -6.5% |
| 6M | +9.7% | +39.1% | -29.4% | +3.6% |
| YTD | +46.7% | +31.0% | +15.7% | +39.6% |
| 1Y | +58.7% | +52.3% | +6.4% | +47.0% |
| 3Y | +200.7% | +159.7% | +41.0% | +148.7% |
| 5Y | +438.6% | +187.7% | +250.8% | +331.6% |
| All | +2,393.1% | +386.3% | +2,006.8% | +1,740.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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