+66.2%
PWR vs SARO
-7.4%
+73.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | -8.6% | -20.0% | +11.4% | -0.7% |
| 3M | -13.2% | -2.9% | -10.3% | -12.8% |
| 6M | +9.9% | -17.7% | +27.6% | +17.3% |
| YTD | +48.0% | -13.5% | +61.5% | +52.5% |
| 1Y | +66.2% | -9.7% | +75.9% | +65.8% |
| All | +66.2% | -7.4% | +73.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling