+6,299.4%
PWR vs EXPE
+729.3%
+5,570.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.6% |
| 7D | +4.7% | -17.8% | +22.5% | +11.0% |
| 30D | -12.5% | -3.2% | -9.3% | -12.7% |
| 3M | -9.3% | -19.0% | +9.6% | -5.4% |
| 6M | -22.2% | +17.7% | -39.9% | -28.5% |
| YTD | +44.2% | -7.8% | +51.9% | +39.0% |
| 1Y | +35.5% | -1.4% | +36.9% | +27.6% |
| 3Y | +250.4% | +121.9% | +128.5% | +140.8% |
| 5Y | +425.6% | +44.3% | +381.4% | +291.1% |
| 10Y | +1,874.2% | +125.4% | +1,748.8% | +1,012.6% |
| All | +6,299.4% | +729.3% | +5,570.1% | +1,210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling