+1,831.6%
PWR vs SBAC
+114.8%
+1,716.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +11.3% | +0.6% | +10.7% | +11.1% |
| 30D | -8.9% | +5.5% | -14.3% | -10.3% |
| 3M | -10.5% | +3.1% | -13.6% | -11.6% |
| 6M | -22.2% | -7.0% | -15.1% | -21.7% |
| YTD | +42.7% | +0.5% | +42.2% | +39.4% |
| 1Y | +41.1% | +0.2% | +40.9% | +37.9% |
| 3Y | +242.7% | -7.4% | +250.1% | +232.6% |
| 5Y | +418.5% | -39.7% | +458.2% | +478.3% |
| All | +1,831.6% | +114.8% | +1,716.8% | +1,869.4% |
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