+8,168.1%
PWR vs SAN
+466.4%
+7,701.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +4.7% | +3.4% | +1.3% | +3.3% |
| 30D | -12.5% | -6.3% | -6.2% | -10.7% |
| 3M | -9.3% | -14.1% | +4.8% | -4.2% |
| 6M | -22.2% | +4.2% | -26.3% | -24.4% |
| YTD | +44.2% | +9.0% | +35.1% | +35.5% |
| 1Y | +35.5% | +18.8% | +16.8% | +22.6% |
| 3Y | +250.4% | +252.0% | -1.6% | +91.9% |
| 5Y | +425.6% | +299.5% | +126.1% | +159.3% |
| 10Y | +1,874.2% | +276.7% | +1,597.6% | +819.9% |
| All | +8,168.1% | +466.4% | +7,701.6% | +2,615.0% |
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