+456.7%
PWR vs EXEL
+195.7%
+260.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.7% |
| 7D | +4.5% | +1.4% | +3.2% | +4.3% |
| 30D | -4.9% | +6.7% | -11.5% | -5.9% |
| 3M | -7.9% | +11.5% | -19.3% | -9.6% |
| 6M | +18.3% | +38.8% | -20.5% | +12.0% |
| YTD | +51.5% | +31.6% | +19.9% | +44.4% |
| 1Y | +70.3% | +53.0% | +17.3% | +58.1% |
| 3Y | +210.6% | +160.8% | +49.8% | +154.8% |
| 5Y | +456.7% | +190.1% | +266.6% | +330.8% |
| All | +456.7% | +195.7% | +260.9% | +330.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling