+570.1%
PWR vs S
-51.7%
+621.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +11.3% | +2.0% | +9.3% | +11.0% |
| 30D | -8.9% | -2.7% | -6.1% | -8.5% |
| 3M | -10.5% | -6.9% | -3.6% | -10.1% |
| 6M | -22.2% | +38.1% | -60.2% | -26.4% |
| YTD | +42.7% | +48.0% | -5.3% | +32.4% |
| 1Y | +41.1% | +34.5% | +6.7% | +32.6% |
| 3Y | +242.7% | +38.3% | +204.4% | +214.5% |
| 5Y | +418.5% | -70.9% | +489.4% | +422.7% |
| All | +570.1% | -51.7% | +621.8% | +583.4% |
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