+7,944.2%
PWR vs SAN
+465.5%
+7,478.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.2% | +6.7% |
| 7D | -4.8% | +8.7% | -13.5% | -8.6% |
| 30D | -16.2% | -6.5% | -9.7% | -14.3% |
| 3M | -11.9% | -14.2% | +2.2% | -6.9% |
| 6M | -20.6% | +2.7% | -23.3% | -22.4% |
| YTD | +40.3% | +8.9% | +31.4% | +31.9% |
| 1Y | +33.0% | +23.4% | +9.6% | +18.4% |
| 3Y | +250.0% | +257.9% | -8.0% | +90.3% |
| 5Y | +404.2% | +297.8% | +106.4% | +149.3% |
| 10Y | +1,865.8% | +259.6% | +1,606.2% | +834.5% |
| All | +7,944.2% | +465.5% | +7,478.7% | +2,543.8% |
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 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