+7,944.2%
PWR vs M
+118.0%
+7,826.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.2% | +6.9% |
| 7D | -4.8% | +2.5% | -7.3% | -5.8% |
| 30D | -16.2% | +10.1% | -26.3% | -19.1% |
| 3M | -11.9% | -0.9% | -11.0% | -12.4% |
| 6M | -20.6% | +30.2% | -50.7% | -28.0% |
| YTD | +40.3% | +16.3% | +24.0% | +30.4% |
| 1Y | +33.0% | +27.0% | +6.1% | +19.9% |
| 3Y | +250.0% | +154.5% | +95.5% | +134.5% |
| 5Y | +404.2% | -1.1% | +405.2% | +317.7% |
| 10Y | +1,865.8% | +0.5% | +1,865.3% | +1,136.6% |
| All | +7,944.2% | +118.0% | +7,826.2% | +2,460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling