+32.4%
PWR vs MCO
+9.9%
+22.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +4.9% | -16.5% | -10.0% |
| 7D | -4.4% | +10.7% | -15.1% | -1.2% |
| 30D | -15.1% | +17.9% | -33.0% | -10.7% |
| 3M | -16.2% | +9.5% | -25.7% | -13.7% |
| 6M | -23.3% | +18.1% | -41.4% | -19.2% |
| YTD | +37.6% | +4.1% | +33.5% | +42.9% |
| 1Y | +32.4% | +9.3% | +23.1% | +38.0% |
| All | +32.4% | +9.9% | +22.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling