+1,831.6%
PWR vs MAR
+529.3%
+1,302.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +11.3% | +1.6% | +9.7% | +10.5% |
| 30D | -8.9% | +13.8% | -22.7% | -14.1% |
| 3M | -10.5% | +20.3% | -30.8% | -17.8% |
| 6M | -22.2% | +21.3% | -43.5% | -29.5% |
| YTD | +42.7% | +37.2% | +5.5% | +21.4% |
| 1Y | +41.1% | +48.4% | -7.3% | +15.4% |
| 3Y | +242.7% | +120.1% | +122.6% | +131.1% |
| 5Y | +418.5% | +182.1% | +236.5% | +205.9% |
| All | +1,831.6% | +529.3% | +1,302.3% | +688.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling