+1,874.2%
PWR vs EXPE
+121.2%
+1,753.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.7% |
| 7D | +4.7% | -17.8% | +22.5% | +9.7% |
| 30D | -12.5% | -3.2% | -9.3% | -12.6% |
| 3M | -9.3% | -19.0% | +9.6% | -6.1% |
| 6M | -22.2% | +17.7% | -39.9% | -27.5% |
| YTD | +44.2% | -7.8% | +51.9% | +40.2% |
| 1Y | +35.5% | -1.4% | +36.9% | +29.0% |
| 3Y | +250.4% | +121.9% | +128.5% | +151.3% |
| 5Y | +425.6% | +44.3% | +381.4% | +307.2% |
| 10Y | +1,874.2% | +125.4% | +1,748.8% | +954.8% |
| All | +1,874.2% | +121.2% | +1,753.0% | +954.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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