+218.5%
PWR vs MKTX
-25.3%
+243.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | -4.0% | +0.7% | -4.8% | -4.1% |
| 3M | -4.8% | +40.8% | -45.6% | -6.9% |
| 6M | +14.6% | -8.0% | +22.6% | +12.0% |
| YTD | +54.2% | -8.7% | +63.0% | +50.7% |
| 1Y | +67.1% | -11.8% | +79.0% | +63.5% |
| 3Y | +218.5% | -24.0% | +242.5% | +203.5% |
| All | +218.5% | -25.3% | +243.7% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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