+2,393.1%
PWR vs MAR
+441.6%
+1,951.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -0.2% | -2.1% | +1.9% | +0.7% |
| 30D | -7.7% | -5.7% | -2.1% | -5.4% |
| 3M | -4.9% | -14.6% | +9.7% | +1.1% |
| 6M | +9.7% | +1.3% | +8.4% | +7.7% |
| YTD | +46.7% | +6.7% | +40.0% | +39.8% |
| 1Y | +58.7% | +26.4% | +32.3% | +38.9% |
| 3Y | +200.7% | +64.7% | +136.0% | +131.1% |
| 5Y | +438.6% | +153.1% | +285.5% | +233.2% |
| All | +2,393.1% | +441.6% | +1,951.5% | +1,025.2% |
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