+354.9%
PWR vs M
-11.5%
+366.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +10.8% | +7.1% |
| 7D | -12.9% | -4.3% | -8.6% | -12.3% |
| 30D | -22.8% | +1.3% | -24.1% | -23.3% |
| 3M | -19.0% | -7.4% | -11.6% | -18.2% |
| 6M | -31.1% | +18.3% | -49.4% | -34.0% |
| YTD | +28.3% | +7.6% | +20.7% | +24.4% |
| 1Y | +22.2% | +17.4% | +4.8% | +16.2% |
| 3Y | +222.2% | +108.4% | +113.8% | +157.8% |
| All | +354.9% | -11.5% | +366.4% | +310.9% |
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 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