+406.3%
PWR vs SBAC
-40.1%
+446.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -11.2% | +3.6% | -14.9% | -11.9% |
| 30D | -17.4% | +4.9% | -22.3% | -18.2% |
| 3M | -11.7% | +6.5% | -18.2% | -13.0% |
| 6M | -21.7% | -11.1% | -10.6% | -20.2% |
| YTD | +38.3% | +0.9% | +37.3% | +36.1% |
| 1Y | +29.6% | -1.6% | +31.1% | +28.4% |
| 3Y | +236.1% | -7.0% | +243.1% | +227.5% |
| 5Y | +406.3% | -39.2% | +445.6% | +466.8% |
| All | +406.3% | -40.1% | +446.4% | +466.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling