+2,396.1%
PWR vs M
-6.4%
+2,402.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.9% |
| 7D | +4.5% | +2.4% | +2.2% | +4.0% |
| 30D | -4.9% | -11.6% | +6.7% | -2.5% |
| 3M | -7.9% | +1.6% | -9.5% | -8.6% |
| 6M | +18.3% | +25.2% | -6.9% | +12.1% |
| YTD | +51.5% | +3.8% | +47.8% | +48.5% |
| 1Y | +70.3% | +36.3% | +34.0% | +57.0% |
| 3Y | +210.6% | +116.3% | +94.3% | +146.7% |
| 5Y | +456.7% | +28.2% | +428.5% | +365.3% |
| 10Y | +2,396.1% | -3.4% | +2,399.5% | +1,581.9% |
| All | +2,396.1% | -6.4% | +2,402.4% | +1,581.9% |
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