+8,087.4%
PWR vs MTB
+853.7%
+7,233.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +11.3% | +1.5% | +9.8% | +10.5% |
| 30D | -8.9% | +2.3% | -11.2% | -9.9% |
| 3M | -10.5% | -12.1% | +1.6% | -4.8% |
| 6M | -22.2% | +9.8% | -32.0% | -26.2% |
| YTD | +42.7% | +12.0% | +30.7% | +33.4% |
| 1Y | +41.1% | +22.0% | +19.1% | +26.2% |
| 3Y | +242.7% | +107.6% | +135.1% | +128.1% |
| 5Y | +418.5% | +61.9% | +356.7% | +271.6% |
| 10Y | +1,855.0% | +116.3% | +1,738.7% | +1,007.9% |
| All | +8,087.4% | +853.7% | +7,233.7% | +2,038.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling