+1,874.2%
PWR vs SFM
+140.8%
+1,733.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.8% |
| 7D | +4.7% | -7.1% | +11.8% | +5.7% |
| 30D | -12.5% | -21.4% | +8.9% | -10.6% |
| 3M | -9.3% | -40.1% | +30.8% | -4.1% |
| 6M | -22.2% | -38.0% | +15.9% | -18.5% |
| YTD | +44.2% | -36.5% | +80.7% | +49.6% |
| 1Y | +35.5% | -35.2% | +70.7% | +40.0% |
| 3Y | +250.4% | +23.5% | +227.0% | +225.4% |
| 5Y | +425.6% | +109.7% | +315.9% | +341.6% |
| 10Y | +1,874.2% | +132.6% | +1,741.7% | +1,472.3% |
| All | +1,874.2% | +140.8% | +1,733.5% | +1,472.3% |
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