+203.5%
PWR vs SFM
+110.6%
+92.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -8.6% | -4.4% | -4.2% | -8.1% |
| 3M | -13.2% | +1.5% | -14.7% | -13.9% |
| 6M | +9.9% | +6.5% | +3.4% | +7.2% |
| YTD | +48.0% | +2.2% | +45.9% | +45.2% |
| 1Y | +66.2% | -41.9% | +108.1% | +83.5% |
| All | +203.5% | +110.6% | +92.9% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling