+236.1%
PWR vs CART
+137.8%
+98.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -11.2% | +0.3% | -11.5% | -11.2% |
| 30D | -17.4% | +22.4% | -39.8% | -19.1% |
| 3M | -11.7% | +15.6% | -27.4% | -13.2% |
| 6M | -21.7% | +44.9% | -66.6% | -25.3% |
| YTD | +38.3% | +30.0% | +8.3% | +33.8% |
| 1Y | +29.6% | +56.6% | -27.1% | +20.7% |
| 3Y | +236.1% | +131.9% | +104.2% | +183.6% |
| All | +236.1% | +137.8% | +98.4% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling