+1,831.6%
PWR vs EXPE
+123.5%
+1,708.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +11.3% | -0.5% | +11.8% | +11.4% |
| 30D | -8.9% | -6.1% | -2.8% | -8.3% |
| 3M | -10.5% | -21.3% | +10.8% | -6.6% |
| 6M | -22.2% | +19.0% | -41.2% | -27.7% |
| YTD | +42.7% | -8.4% | +51.2% | +39.0% |
| 1Y | +41.1% | -2.8% | +43.9% | +34.8% |
| 3Y | +242.7% | +120.8% | +122.0% | +146.0% |
| 5Y | +418.5% | +46.2% | +372.3% | +299.7% |
| All | +1,831.6% | +123.5% | +1,708.1% | +924.8% |
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