+160.5%
PWR vs CART
+37.6%
+122.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.4% | -9.9% | -12.1% |
| 7D | -19.9% | +1.2% | -21.0% | -19.9% |
| 30D | -29.3% | +27.1% | -56.3% | -31.0% |
| 3M | -25.5% | +27.4% | -52.9% | -27.5% |
| 6M | -34.0% | +32.1% | -66.1% | -36.3% |
| YTD | +20.7% | +28.5% | -7.8% | +16.8% |
| 1Y | +12.3% | +58.8% | -46.5% | +4.6% |
| 3Y | +201.9% | +114.8% | +87.1% | +162.3% |
| All | +160.5% | +37.6% | +122.9% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling