+6,082.9%
PWR vs MAR
+3,179.8%
+2,903.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +19.1% | +1.8% | +17.3% | +18.0% |
| 30D | -12.0% | +14.3% | -26.3% | -18.0% |
| 3M | -10.6% | +20.0% | -30.6% | -18.8% |
| 6M | -20.8% | +21.7% | -42.6% | -29.4% |
| YTD | +43.7% | +37.7% | +6.0% | +19.3% |
| 1Y | +35.0% | +46.8% | -11.8% | +8.1% |
| 3Y | +249.4% | +121.0% | +128.4% | +123.3% |
| 5Y | +422.1% | +183.1% | +239.0% | +185.3% |
| 10Y | +1,868.4% | +532.4% | +1,336.0% | +528.2% |
| All | +6,082.9% | +3,179.8% | +2,903.1% | +704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling