+414.1%
CARR vs PWR
+2,220.3%
-1,806.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.7% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -11.0% | -7.7% | -3.2% | -8.0% |
| 3M | -16.4% | -4.9% | -11.4% | -15.5% |
| 6M | -2.4% | +9.7% | -12.1% | -8.0% |
| YTD | +8.4% | +46.7% | -38.3% | -11.1% |
| 1Y | -8.0% | +58.7% | -66.7% | -27.8% |
| 3Y | +0.6% | +200.7% | -200.1% | -43.8% |
| 5Y | +7.7% | +438.6% | -430.8% | -55.4% |
| All | +414.1% | +2,220.3% | -1,806.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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