+32.4%
PWR vs MAR
+62.0%
-29.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.0% | -13.7% | -11.8% |
| 7D | -4.4% | +7.7% | -12.1% | -5.1% |
| 30D | -15.1% | +19.4% | -34.5% | -16.4% |
| 3M | -16.2% | +23.3% | -39.6% | -17.8% |
| 6M | -23.3% | +22.8% | -46.2% | -25.7% |
| YTD | +37.6% | +37.8% | -0.2% | +29.6% |
| 1Y | +32.4% | +57.4% | -25.0% | +16.5% |
| All | +32.4% | +62.0% | -29.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling