+246.1%
PWR vs EXEL
+238.6%
+7.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.7% | -2.8% | +7.6% | +5.2% |
| 30D | -12.5% | +18.2% | -30.7% | -13.8% |
| 3M | -9.3% | +37.7% | -47.1% | -12.3% |
| 6M | -22.2% | +42.2% | -64.4% | -25.1% |
| YTD | +44.2% | +61.3% | -17.2% | +36.7% |
| 1Y | +35.5% | +64.5% | -29.0% | +28.3% |
| All | +246.1% | +238.6% | +7.5% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling