+32.4%
PWR vs M
+36.6%
-4.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +7.6% | -19.3% | -12.1% |
| 7D | -4.4% | +8.3% | -12.6% | -4.9% |
| 30D | -15.1% | +14.2% | -29.2% | -16.1% |
| 3M | -16.2% | -1.1% | -15.1% | -16.1% |
| 6M | -23.3% | +36.6% | -59.9% | -26.0% |
| YTD | +37.6% | +19.8% | +17.8% | +32.4% |
| 1Y | +32.4% | +37.2% | -4.8% | +20.8% |
| All | +32.4% | +36.6% | -4.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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