+422.1%
PWR vs MAR
+181.2%
+240.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +19.1% | +1.8% | +17.3% | +18.1% |
| 30D | -12.0% | +14.3% | -26.3% | -17.2% |
| 3M | -10.6% | +20.0% | -30.6% | -17.7% |
| 6M | -20.8% | +21.7% | -42.6% | -28.5% |
| YTD | +43.7% | +37.7% | +6.0% | +21.3% |
| 1Y | +35.0% | +46.8% | -11.8% | +10.0% |
| 3Y | +249.4% | +121.0% | +128.4% | +127.5% |
| 5Y | +422.1% | +183.1% | +239.0% | +195.0% |
| All | +422.1% | +181.2% | +240.9% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling