+91.9%
PWR vs MULL
+2,620.5%
-2,528.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.7% |
| 7D | +2.7% | +14.8% | -12.1% | +0.3% |
| 30D | -5.1% | +36.6% | -41.7% | -10.1% |
| 3M | -9.4% | -8.9% | -0.5% | -13.0% |
| 6M | +10.4% | +311.9% | -301.5% | -20.7% |
| YTD | +48.6% | +579.8% | -531.2% | -4.7% |
| 1Y | +68.0% | +2,421.5% | -2,353.5% | -17.5% |
| All | +91.9% | +2,620.5% | -2,528.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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