+451.9%
PWR vs EXPE
+89.3%
+362.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +2.7% | -11.5% | +14.2% | +4.7% |
| 30D | -5.1% | -13.1% | +7.9% | -3.2% |
| 3M | -9.4% | +18.1% | -27.5% | -13.4% |
| 6M | +10.4% | +13.3% | -2.8% | +5.8% |
| YTD | +48.6% | -3.2% | +51.9% | +45.8% |
| 1Y | +68.0% | +26.1% | +41.9% | +53.3% |
| 3Y | +204.7% | +151.7% | +53.0% | +127.1% |
| 5Y | +451.9% | +88.3% | +363.6% | +311.2% |
| All | +451.9% | +89.3% | +362.7% | +311.2% |
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