+441.9%
CARR vs PWR
+2,241.6%
-1,799.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +1.6% | +3.6% | -2.0% | 0.0% |
| 30D | -8.7% | -8.6% | -0.2% | -5.3% |
| 3M | -12.6% | -13.2% | +0.6% | -7.9% |
| 6M | -1.5% | +9.9% | -11.4% | -7.3% |
| YTD | +14.3% | +48.0% | -33.7% | -6.6% |
| 1Y | -4.6% | +66.2% | -70.8% | -26.7% |
| 3Y | +7.3% | +195.1% | -187.8% | -39.4% |
| 5Y | +11.6% | +442.6% | -430.9% | -53.9% |
| All | +441.9% | +2,241.6% | -1,799.7% | +5.1% |
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 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