+2,462.9%
PWR vs SBAC
+2,232.4%
+230.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -11.2% | +3.6% | -14.9% | -12.2% |
| 30D | -17.4% | +4.9% | -22.3% | -18.6% |
| 3M | -11.7% | +6.5% | -18.2% | -13.4% |
| 6M | -21.7% | -11.1% | -10.6% | -20.6% |
| YTD | +38.3% | +0.9% | +37.3% | +35.0% |
| 1Y | +29.6% | -1.6% | +31.1% | +27.3% |
| 3Y | +236.1% | -7.0% | +243.1% | +228.0% |
| 5Y | +406.3% | -39.2% | +445.6% | +441.8% |
| 10Y | +1,796.7% | +111.4% | +1,685.3% | +1,392.2% |
| All | +2,462.9% | +2,232.4% | +230.5% | +1,154.7% |
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