+1,874.2%
PWR vs SAN
+275.0%
+1,599.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +4.7% | +3.4% | +1.3% | +3.4% |
| 30D | -12.5% | -6.3% | -6.2% | -10.7% |
| 3M | -9.3% | -14.1% | +4.8% | -4.5% |
| 6M | -22.2% | +4.2% | -26.3% | -24.1% |
| YTD | +44.2% | +9.0% | +35.1% | +36.3% |
| 1Y | +35.5% | +18.8% | +16.8% | +23.7% |
| 3Y | +250.4% | +252.0% | -1.6% | +100.6% |
| 5Y | +425.6% | +299.5% | +126.1% | +173.0% |
| 10Y | +1,874.2% | +276.7% | +1,597.6% | +859.1% |
| All | +1,874.2% | +275.0% | +1,599.2% | +859.1% |
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