+502.1%
PWR vs S
-52.7%
+554.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +6.0% |
| 7D | -12.9% | -13.4% | +0.6% | -11.2% |
| 30D | -22.8% | -14.0% | -8.9% | -21.3% |
| 3M | -19.0% | +4.9% | -23.9% | -20.0% |
| 6M | -31.1% | +42.0% | -73.1% | -35.2% |
| YTD | +28.3% | +45.1% | -16.9% | +19.2% |
| 1Y | +22.2% | +33.1% | -10.8% | +14.9% |
| 3Y | +222.2% | +40.6% | +181.5% | +194.9% |
| 5Y | +364.2% | -67.5% | +431.6% | +368.8% |
| All | +502.1% | -52.7% | +554.7% | +515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling