+8,390.6%
PWR vs M
+99.7%
+8,290.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | +3.6% | +4.7% | -1.1% | +2.1% |
| 30D | -8.6% | -9.6% | +1.1% | -5.8% |
| 3M | -13.2% | +0.9% | -14.0% | -14.0% |
| 6M | +9.9% | +22.3% | -12.4% | +2.1% |
| YTD | +48.0% | +6.5% | +41.5% | +42.4% |
| 1Y | +66.2% | +38.8% | +27.4% | +46.3% |
| 3Y | +195.1% | +115.9% | +79.2% | +108.9% |
| 5Y | +442.6% | +28.6% | +413.9% | +307.2% |
| 10Y | +2,334.2% | -2.5% | +2,336.8% | +1,445.6% |
| All | +8,390.6% | +99.7% | +8,290.9% | +2,696.2% |
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 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