+67.1%
PWR vs MCO
-5.7%
+72.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.5% |
| 7D | +4.2% | -3.8% | +8.0% | +3.2% |
| 30D | -4.0% | -0.4% | -3.7% | -4.1% |
| 3M | -4.8% | +7.7% | -12.5% | -3.4% |
| 6M | +14.6% | +7.0% | +7.6% | +16.4% |
| YTD | +54.2% | -6.4% | +60.6% | +55.2% |
| 1Y | +67.1% | -7.6% | +74.8% | +65.1% |
| All | +67.1% | -5.7% | +72.8% | +65.1% |
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