+469.4%
PWR vs MKTX
-60.5%
+529.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | -4.8% | +40.8% | -45.6% | -9.2% |
| 6M | +14.6% | -8.0% | +22.6% | +14.3% |
| YTD | +54.2% | -8.7% | +63.0% | +53.8% |
| 1Y | +67.1% | -11.8% | +79.0% | +67.2% |
| 3Y | +218.5% | -24.0% | +242.5% | +218.0% |
| All | +469.4% | -60.5% | +529.9% | +519.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling