+451.9%
PWR vs MAR
+158.8%
+293.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | -5.1% | -4.7% | -0.5% | -3.2% |
| 3M | -9.4% | -15.6% | +6.2% | -3.0% |
| 6M | +10.4% | +1.2% | +9.2% | +8.1% |
| YTD | +48.6% | +7.5% | +41.1% | +40.4% |
| 1Y | +68.0% | +26.6% | +41.4% | +45.2% |
| 3Y | +204.7% | +66.0% | +138.8% | +127.8% |
| 5Y | +451.9% | +154.1% | +297.8% | +229.2% |
| All | +451.9% | +158.8% | +293.1% | +229.2% |
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 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