+8,589.7%
PWR vs MKC
+1,152.8%
+7,436.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.5% |
| 7D | +4.5% | -4.3% | +8.9% | +6.1% |
| 30D | -4.9% | -2.0% | -2.9% | -4.4% |
| 3M | -7.9% | +10.0% | -17.9% | -12.1% |
| 6M | +18.3% | -18.5% | +36.9% | +25.2% |
| YTD | +51.5% | -22.4% | +73.9% | +62.1% |
| 1Y | +70.3% | -23.6% | +93.9% | +82.2% |
| 3Y | +210.6% | -30.4% | +241.0% | +235.2% |
| 5Y | +456.7% | -34.2% | +490.9% | +497.9% |
| 10Y | +2,396.1% | +26.8% | +2,369.3% | +1,784.8% |
| All | +8,589.7% | +1,152.8% | +7,436.9% | +2,945.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling