+394.0%
CARR vs PWR
+2,158.0%
-1,764.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +3.5% | +11.3% | -7.8% | -1.2% |
| 30D | +0.4% | -8.9% | +9.2% | +2.8% |
| 3M | -14.1% | -10.5% | -3.6% | -11.9% |
| 6M | -16.7% | -22.2% | +5.5% | -9.9% |
| YTD | +4.2% | +42.7% | -38.6% | -15.3% |
| 1Y | -0.2% | +41.1% | -41.3% | -18.7% |
| 3Y | +10.9% | +242.7% | -231.9% | -42.8% |
| 5Y | +3.9% | +418.5% | -414.7% | -57.1% |
| All | +394.0% | +2,158.0% | -1,764.0% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling