+438.6%
PWR vs MKC
-33.9%
+472.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.2% | -2.8% | +2.6% | -0.3% |
| 30D | -7.7% | -3.4% | -4.3% | -7.8% |
| 3M | -4.9% | +3.8% | -8.7% | -4.9% |
| 6M | +9.7% | -17.9% | +27.7% | +11.1% |
| YTD | +46.7% | -23.6% | +70.3% | +49.1% |
| 1Y | +58.7% | -23.1% | +81.8% | +61.1% |
| 3Y | +200.7% | -31.5% | +232.2% | +206.2% |
| 5Y | +438.6% | -33.1% | +471.6% | +421.7% |
| All | +438.6% | -33.9% | +472.5% | +421.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling