+336.8%
PWR vs MAS
+41.7%
+295.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.4% | -8.9% | -11.1% |
| 7D | -19.9% | +4.6% | -24.4% | -21.3% |
| 30D | -29.3% | +19.9% | -49.1% | -34.2% |
| 3M | -25.5% | +8.9% | -34.4% | -28.2% |
| 6M | -34.0% | +20.2% | -54.2% | -39.4% |
| YTD | +20.7% | +33.9% | -13.2% | +4.3% |
| 1Y | +12.3% | +34.7% | -22.3% | -3.3% |
| 3Y | +201.9% | +60.4% | +141.5% | +129.6% |
| 5Y | +336.8% | +43.5% | +293.3% | +273.0% |
| All | +336.8% | +41.7% | +295.1% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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