+1,844.9%
PWR vs SBAC
+110.3%
+1,734.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +19.1% | -3.4% | +22.4% | +20.0% |
| 30D | -12.0% | +2.6% | -14.6% | -12.9% |
| 3M | -10.6% | +2.6% | -13.2% | -11.6% |
| 6M | -20.8% | -11.5% | -9.3% | -19.3% |
| YTD | +43.7% | -1.6% | +45.4% | +41.1% |
| 1Y | +35.0% | -5.1% | +40.1% | +33.9% |
| 3Y | +249.4% | -9.3% | +258.8% | +240.8% |
| 5Y | +422.1% | -41.0% | +463.1% | +485.2% |
| All | +1,844.9% | +110.3% | +1,734.7% | +1,892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling