-0.2%
CARR vs PWR
+34.5%
-34.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.5% | +11.3% | -7.8% | +0.5% |
| 30D | +0.4% | -8.9% | +9.2% | +2.3% |
| 3M | -14.1% | -10.5% | -3.6% | -12.2% |
| 6M | -16.7% | -22.2% | +5.5% | -10.9% |
| YTD | +4.2% | +42.7% | -38.6% | -5.3% |
| 1Y | -0.2% | +41.1% | -41.3% | -9.1% |
| All | -0.2% | +34.5% | -34.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling