+41.1%
PWR vs SFM
-36.8%
+77.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.6% |
| 7D | +11.3% | +6.0% | +5.2% | +11.7% |
| 30D | -8.9% | -19.5% | +10.6% | -9.5% |
| 3M | -10.5% | -37.0% | +26.5% | -10.3% |
| 6M | -22.2% | -41.0% | +18.8% | -21.9% |
| YTD | +42.7% | -34.6% | +77.4% | +38.0% |
| 1Y | +41.1% | -36.3% | +77.4% | +36.4% |
| All | +41.1% | -36.8% | +77.9% | +36.4% |
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