+68.0%
PWR vs SFM
-47.5%
+115.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.8% |
| 7D | +2.7% | -7.2% | +9.8% | +2.8% |
| 30D | -5.1% | -14.3% | +9.2% | -4.8% |
| 3M | -9.4% | -13.7% | +4.3% | -9.3% |
| 6M | +10.4% | -6.0% | +16.4% | +8.9% |
| YTD | +48.6% | -8.2% | +56.9% | +46.8% |
| 1Y | +68.0% | -46.2% | +114.3% | +59.4% |
| All | +68.0% | -47.5% | +115.5% | +59.4% |
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