+19.1%
MA vs PWR
+36.2%
-17.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.7% |
| 7D | -1.8% | +4.7% | -6.5% | -1.3% |
| 30D | +11.0% | -12.5% | +23.5% | +9.4% |
| 3M | +17.9% | -9.3% | +27.2% | +16.8% |
| 6M | +33.2% | -22.2% | +55.3% | +28.2% |
| YTD | +16.5% | +44.2% | -27.7% | +20.1% |
| 1Y | +19.1% | +35.5% | -16.4% | +22.4% |
| All | +19.1% | +36.2% | -17.1% | +22.4% |
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 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