+1,559.1%
PWR vs EXEL
+347.1%
+1,212.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.7% | -2.8% | +7.6% | +5.5% |
| 30D | -12.5% | +18.2% | -30.7% | -15.2% |
| 3M | -9.3% | +37.7% | -47.1% | -14.7% |
| 6M | -22.2% | +42.2% | -64.4% | -27.5% |
| YTD | +44.2% | +61.3% | -17.2% | +30.8% |
| 1Y | +35.5% | +64.5% | -29.0% | +22.4% |
| 3Y | +250.4% | +236.7% | +13.8% | +168.7% |
| 5Y | +425.6% | +296.3% | +129.3% | +284.2% |
| 10Y | +1,874.2% | +331.1% | +1,543.1% | +1,188.1% |
| All | +1,559.1% | +347.1% | +1,212.0% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling