+92.1%
MA vs PWR
+427.2%
-335.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | -1.8% | +4.7% | -6.5% | -2.5% |
| 30D | +11.0% | -12.5% | +23.5% | +12.6% |
| 3M | +17.9% | -9.3% | +27.2% | +18.6% |
| 6M | +33.2% | -22.2% | +55.3% | +36.7% |
| YTD | +16.5% | +44.2% | -27.7% | +3.6% |
| 1Y | +19.1% | +35.5% | -16.4% | +7.2% |
| 3Y | +70.6% | +250.4% | -179.9% | +8.9% |
| 5Y | +92.1% | +425.6% | -333.5% | +0.6% |
| All | +92.1% | +427.2% | -335.0% | +0.6% |
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 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