+549.1%
PWR vs S
-49.1%
+598.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -11.2% | +1.4% | -12.6% | -11.3% |
| 30D | -17.4% | -10.8% | -6.6% | -16.2% |
| 3M | -11.7% | +5.4% | -17.1% | -12.8% |
| 6M | -21.7% | +41.2% | -62.9% | -26.2% |
| YTD | +38.3% | +56.2% | -17.9% | +27.3% |
| 1Y | +29.6% | +36.3% | -6.7% | +21.6% |
| 3Y | +236.1% | +49.4% | +186.7% | +205.3% |
| 5Y | +406.3% | -66.9% | +473.2% | +406.5% |
| All | +549.1% | -49.1% | +598.1% | +557.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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