+404.2%
PWR vs EXPE
+40.1%
+364.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -4.8% | -13.3% | +8.5% | -2.9% |
| 30D | -16.2% | -5.5% | -10.7% | -15.9% |
| 3M | -11.9% | -16.5% | +4.5% | -10.2% |
| 6M | -20.6% | +13.1% | -33.7% | -24.2% |
| YTD | +40.3% | -8.0% | +48.2% | +37.8% |
| 1Y | +33.0% | +1.1% | +31.9% | +27.6% |
| 3Y | +250.0% | +131.2% | +118.8% | +164.0% |
| 5Y | +404.2% | +39.8% | +364.4% | +313.6% |
| All | +404.2% | +40.1% | +364.1% | +313.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling