+8,390.6%
PWR vs SAN
+569.3%
+7,821.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +3.6% | +1.8% | +1.8% | +2.8% |
| 30D | -8.6% | +2.0% | -10.6% | -9.5% |
| 3M | -13.2% | +19.7% | -32.9% | -19.7% |
| 6M | +9.9% | +30.6% | -20.7% | -2.6% |
| YTD | +48.0% | +28.8% | +19.2% | +30.6% |
| 1Y | +66.2% | +57.8% | +8.4% | +34.0% |
| 3Y | +195.1% | +338.1% | -143.0% | +48.3% |
| 5Y | +442.6% | +384.2% | +58.3% | +147.4% |
| 10Y | +2,334.2% | +353.1% | +1,981.1% | +952.1% |
| All | +8,390.6% | +569.3% | +7,821.3% | +2,517.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling