+1,796.7%
PWR vs M
-3.0%
+1,799.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -11.2% | +5.0% | -16.3% | -12.3% |
| 30D | -17.4% | +10.6% | -28.0% | -19.4% |
| 3M | -11.7% | +1.6% | -13.3% | -12.5% |
| 6M | -21.7% | +30.8% | -52.5% | -26.7% |
| YTD | +38.3% | +16.9% | +21.4% | +31.7% |
| 1Y | +29.6% | +26.3% | +3.3% | +21.1% |
| 3Y | +236.1% | +158.6% | +77.5% | +157.0% |
| 5Y | +406.3% | +2.1% | +404.3% | +347.9% |
| 10Y | +1,796.7% | -4.3% | +1,801.1% | +1,169.8% |
| All | +1,796.7% | -3.0% | +1,799.8% | +1,169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling