+32.4%
PWR vs SFM
-35.8%
+68.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.6% | -15.3% | -11.3% |
| 7D | -4.4% | -12.3% | +7.9% | -4.7% |
| 30D | -15.1% | -16.2% | +1.1% | -15.4% |
| 3M | -16.2% | -36.8% | +20.6% | -15.6% |
| 6M | -23.3% | -32.6% | +9.2% | -23.5% |
| YTD | +37.6% | -31.7% | +69.3% | +33.6% |
| 1Y | +32.4% | -35.0% | +67.4% | +28.0% |
| All | +32.4% | -35.8% | +68.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling