+41.1%
PWR vs CART
+49.3%
-8.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.6% |
| 7D | +11.3% | +1.3% | +10.0% | +11.4% |
| 30D | -8.9% | +19.2% | -28.0% | -6.9% |
| 3M | -10.5% | +17.6% | -28.1% | -8.8% |
| 6M | -22.2% | +47.4% | -69.5% | -18.5% |
| YTD | +42.7% | +30.9% | +11.9% | +51.2% |
| 1Y | +41.1% | +46.0% | -4.9% | +48.1% |
| All | +41.1% | +49.3% | -8.1% | +48.1% |
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