+3,023.8%
PWR vs SCHG
+1,132.2%
+1,891.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +4.3% |
| 7D | +4.2% | -1.0% | +5.2% | +5.2% |
| 30D | -4.0% | -1.3% | -2.8% | -3.0% |
| 3M | -4.8% | +5.4% | -10.2% | -9.5% |
| 6M | +14.6% | +14.4% | +0.2% | +0.8% |
| YTD | +54.2% | +8.0% | +46.2% | +43.1% |
| 1Y | +67.1% | +12.7% | +54.4% | +49.4% |
| 3Y | +218.5% | +85.6% | +132.8% | +81.2% |
| 5Y | +466.3% | +85.5% | +380.8% | +214.9% |
| 10Y | +2,520.4% | +456.0% | +2,064.4% | +325.3% |
| All | +3,023.8% | +1,132.2% | +1,891.5% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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