+2,393.1%
PWR vs MTB
+172.9%
+2,220.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -7.7% | -4.6% | -3.1% | -5.9% |
| 3M | -4.9% | +7.4% | -12.4% | -8.3% |
| 6M | +9.7% | +18.7% | -8.9% | +1.3% |
| YTD | +46.7% | +21.1% | +25.6% | +33.6% |
| 1Y | +58.7% | +24.1% | +34.6% | +42.6% |
| 3Y | +200.7% | +115.3% | +85.4% | +105.0% |
| 5Y | +438.6% | +106.0% | +332.5% | +253.2% |
| All | +2,393.1% | +172.9% | +2,220.2% | +1,167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling