+250.0%
PWR vs SAN
+258.9%
-8.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.2% | +7.5% |
| 7D | -4.8% | +8.7% | -13.5% | -7.4% |
| 30D | -16.2% | -6.5% | -9.7% | -14.5% |
| 3M | -11.9% | -14.2% | +2.2% | -7.7% |
| 6M | -20.6% | +2.7% | -23.3% | -21.5% |
| YTD | +40.3% | +8.9% | +31.4% | +34.4% |
| 1Y | +33.0% | +23.4% | +9.6% | +22.1% |
| 3Y | +250.0% | +257.9% | -8.0% | +137.8% |
| All | +250.0% | +258.9% | -8.9% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling