+4.2%
CARR vs PWR
+423.6%
-419.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.2% | +19.1% | -16.9% | -4.9% |
| 30D | -0.8% | -12.0% | +11.2% | +3.1% |
| 3M | -13.4% | -10.6% | -2.9% | -11.2% |
| 6M | -16.4% | -20.8% | +4.4% | -10.4% |
| YTD | +4.5% | +43.7% | -39.2% | -14.8% |
| 1Y | -1.4% | +35.0% | -36.3% | -17.5% |
| 3Y | +10.0% | +249.4% | -239.4% | -43.4% |
| 5Y | +4.2% | +422.1% | -417.9% | -56.4% |
| All | +4.2% | +423.6% | -419.4% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling