+451.9%
PWR vs MTB
+103.4%
+348.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | -5.1% | -4.6% | -0.5% | -3.7% |
| 3M | -9.4% | +6.3% | -15.6% | -11.4% |
| 6M | +10.4% | +15.6% | -5.2% | +4.9% |
| YTD | +48.6% | +20.6% | +28.1% | +38.8% |
| 1Y | +68.0% | +22.5% | +45.5% | +55.7% |
| 3Y | +204.7% | +114.4% | +90.3% | +131.2% |
| 5Y | +451.9% | +101.9% | +350.0% | +316.3% |
| All | +451.9% | +103.4% | +348.5% | +316.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling