+208.1%
PWR vs CART
+40.2%
+168.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +11.3% | +1.3% | +10.0% | +11.2% |
| 30D | -8.9% | +19.2% | -28.0% | -10.5% |
| 3M | -10.5% | +17.6% | -28.1% | -12.1% |
| 6M | -22.2% | +47.4% | -69.5% | -25.8% |
| YTD | +42.7% | +30.9% | +11.9% | +38.0% |
| 1Y | +41.1% | +46.0% | -4.9% | +33.6% |
| 3Y | +242.7% | +130.3% | +112.4% | +197.3% |
| All | +208.1% | +40.2% | +168.0% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling