+446.0%
PWR vs M
+27.3%
+418.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | +3.6% | +4.7% | -1.1% | +2.7% |
| 30D | -8.6% | -9.6% | +1.1% | -6.9% |
| 3M | -13.2% | +0.9% | -14.0% | -13.6% |
| 6M | +9.9% | +22.3% | -12.4% | +5.2% |
| YTD | +48.0% | +6.5% | +41.5% | +44.7% |
| 1Y | +66.2% | +38.8% | +27.4% | +53.8% |
| 3Y | +195.1% | +115.9% | +79.2% | +138.4% |
| All | +446.0% | +27.3% | +418.8% | +380.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling