+84.3%
PWR vs MULL
+1,230.7%
-1,146.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.2% |
| 7D | +11.3% | +24.5% | -13.2% | +7.0% |
| 30D | -8.9% | -35.5% | +26.7% | -3.9% |
| 3M | -10.5% | -44.8% | +34.3% | -4.5% |
| 6M | -22.2% | -45.5% | +23.3% | -22.7% |
| YTD | +42.7% | +232.5% | -189.8% | 0.0% |
| 1Y | +41.1% | +343.3% | -302.1% | -7.6% |
| All | +84.3% | +1,230.7% | -1,146.4% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling