+176.8%
PWR vs CART
+38.4%
+138.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | -12.9% | +3.0% | -15.8% | -13.1% |
| 30D | -22.8% | +28.6% | -51.4% | -24.8% |
| 3M | -19.0% | +29.1% | -48.1% | -21.3% |
| 6M | -31.1% | +44.7% | -75.8% | -34.2% |
| YTD | +28.2% | +29.2% | -1.0% | +24.1% |
| 1Y | +22.2% | +66.2% | -44.0% | +12.9% |
| 3Y | +222.1% | +112.8% | +109.3% | +180.2% |
| All | +176.8% | +38.4% | +138.4% | +142.9% |
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