+210.6%
PWR vs MET
+66.4%
+144.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.1% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | -4.9% | -2.3% | -2.6% | -4.2% |
| 3M | -7.9% | +13.9% | -21.8% | -12.8% |
| 6M | +18.3% | +34.8% | -16.5% | +4.4% |
| YTD | +51.5% | +23.5% | +28.0% | +37.6% |
| 1Y | +70.3% | +23.4% | +46.9% | +54.3% |
| 3Y | +210.6% | +64.9% | +145.7% | +139.2% |
| All | +210.6% | +66.4% | +144.2% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling