+456.7%
PWR vs SAN
+381.9%
+74.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +4.5% | +3.3% | +1.2% | +3.4% |
| 30D | -4.9% | +1.1% | -6.0% | -5.3% |
| 3M | -7.9% | +22.2% | -30.1% | -13.6% |
| 6M | +18.3% | +36.0% | -17.7% | +7.1% |
| YTD | +51.5% | +28.2% | +23.3% | +38.4% |
| 1Y | +70.3% | +54.1% | +16.2% | +46.6% |
| 3Y | +210.6% | +354.2% | -143.6% | +88.4% |
| 5Y | +456.7% | +387.3% | +69.4% | +209.3% |
| All | +456.7% | +381.9% | +74.7% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling