+210.6%
PWR vs EXPE
+162.6%
+48.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.9% | +10.2% | +3.1% |
| 7D | +4.5% | -9.8% | +14.3% | +5.5% |
| 30D | -4.9% | -11.5% | +6.6% | -4.0% |
| 3M | -7.9% | +21.7% | -29.6% | -11.3% |
| 6M | +18.3% | +10.4% | +8.0% | +15.0% |
| YTD | +51.5% | -2.5% | +54.0% | +49.7% |
| 1Y | +70.3% | +27.3% | +43.0% | +57.9% |
| 3Y | +210.6% | +153.5% | +57.1% | +178.6% |
| All | +210.6% | +162.6% | +48.0% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling