+456.7%
PWR vs S
-72.3%
+529.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.7% |
| 7D | +4.5% | -5.8% | +10.3% | +5.4% |
| 30D | -4.9% | -9.2% | +4.3% | -3.9% |
| 3M | -7.9% | +23.4% | -31.2% | -11.3% |
| 6M | +18.3% | +36.9% | -18.6% | +11.1% |
| YTD | +51.5% | +29.5% | +22.0% | +42.9% |
| 1Y | +70.3% | +5.4% | +64.9% | +65.7% |
| 3Y | +210.6% | +14.7% | +195.9% | +191.0% |
| 5Y | +456.7% | -71.5% | +528.2% | +487.3% |
| All | +456.7% | -72.3% | +529.0% | +487.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling