+1,831.6%
PWR vs SFM
+140.2%
+1,691.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +11.3% | +6.0% | +5.2% | +10.5% |
| 30D | -8.9% | -19.5% | +10.6% | -7.2% |
| 3M | -10.5% | -37.0% | +26.5% | -5.9% |
| 6M | -22.2% | -41.0% | +18.8% | -17.8% |
| YTD | +42.7% | -34.6% | +77.4% | +47.6% |
| 1Y | +41.1% | -36.3% | +77.4% | +46.4% |
| 3Y | +242.7% | +24.5% | +218.2% | +218.1% |
| 5Y | +418.5% | +115.9% | +302.7% | +334.2% |
| All | +1,831.6% | +140.2% | +1,691.4% | +1,429.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling