+2,564.1%
PWR vs SBAC
+2,173.2%
+390.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| 3M | -10.6% | +2.6% | -13.2% | -11.6% |
| 6M | -20.8% | -11.5% | -9.3% | -19.6% |
| YTD | +43.7% | -1.6% | +45.4% | +41.2% |
| 1Y | +35.0% | -5.1% | +40.1% | +33.7% |
| 3Y | +249.4% | -9.3% | +258.8% | +242.9% |
| 5Y | +422.1% | -41.0% | +463.1% | +462.4% |
| 10Y | +1,868.4% | +108.0% | +1,760.4% | +1,454.1% |
| All | +2,564.1% | +2,173.2% | +390.9% | +1,211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling