+2,393.1%
PWR vs SAN
+347.0%
+2,046.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.2% | -2.8% | +2.6% | +0.9% |
| 30D | -7.7% | -0.5% | -7.2% | -7.6% |
| 3M | -4.9% | +22.7% | -27.7% | -12.4% |
| 6M | +9.7% | +28.8% | -19.1% | -1.1% |
| YTD | +46.7% | +26.3% | +20.4% | +31.9% |
| 1Y | +58.7% | +48.8% | +9.9% | +33.4% |
| 3Y | +200.7% | +347.2% | -146.5% | +58.2% |
| 5Y | +438.6% | +383.8% | +54.8% | +160.7% |
| All | +2,393.1% | +347.0% | +2,046.1% | +1,071.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SAN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling