+32.4%
PWR vs CART
+61.3%
-28.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.6% | -13.2% | -11.5% |
| 7D | -4.4% | +1.4% | -5.7% | -4.2% |
| 30D | -15.1% | +29.7% | -44.7% | -12.5% |
| 3M | -16.2% | +29.7% | -46.0% | -13.7% |
| 6M | -23.3% | +36.8% | -60.1% | -20.2% |
| YTD | +37.6% | +31.7% | +6.0% | +45.4% |
| 1Y | +32.4% | +62.4% | -30.0% | +35.3% |
| All | +32.4% | +61.3% | -28.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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