+2,426.3%
PWR vs SAN
+348.5%
+2,077.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | -5.1% | -0.1% | -5.1% | -5.2% |
| 3M | -9.4% | +19.6% | -29.0% | -15.6% |
| 6M | +10.4% | +32.7% | -22.3% | -1.7% |
| YTD | +48.6% | +26.7% | +22.0% | +33.5% |
| 1Y | +68.0% | +51.6% | +16.4% | +40.2% |
| 3Y | +204.7% | +348.7% | -144.0% | +60.1% |
| 5Y | +451.9% | +378.7% | +73.2% | +168.5% |
| All | +2,426.3% | +348.5% | +2,077.8% | +1,085.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling