+117.9%
PWR vs SARO
-22.5%
+140.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.5% |
| 7D | +4.2% | -3.1% | +7.3% | +5.5% |
| 30D | -4.0% | -12.2% | +8.2% | +1.1% |
| 3M | -4.8% | -7.4% | +2.6% | -2.4% |
| 6M | +14.6% | -15.3% | +29.9% | +20.8% |
| YTD | +54.2% | -16.2% | +70.4% | +62.7% |
| 1Y | +67.1% | -12.1% | +79.2% | +72.0% |
| All | +117.9% | -22.5% | +140.4% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling