+41.1%
PWR vs EXEL
+60.1%
-19.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +11.3% | -0.8% | +12.1% | +11.5% |
| 30D | -8.9% | +13.1% | -22.0% | -9.7% |
| 3M | -10.5% | +36.3% | -46.8% | -14.2% |
| 6M | -22.2% | +34.5% | -56.7% | -25.4% |
| YTD | +42.7% | +57.4% | -14.7% | +32.0% |
| 1Y | +41.1% | +62.9% | -21.8% | +29.4% |
| All | +41.1% | +60.1% | -19.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling