+451.9%
PWR vs SFM
+217.9%
+234.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.4% |
| 7D | +2.7% | -7.2% | +9.8% | +3.5% |
| 30D | -5.1% | -14.3% | +9.2% | -3.5% |
| 3M | -9.4% | -13.7% | +4.3% | -8.1% |
| 6M | +10.4% | -6.0% | +16.4% | +10.1% |
| YTD | +48.6% | -8.2% | +56.9% | +48.3% |
| 1Y | +68.0% | -46.2% | +114.3% | +80.5% |
| 3Y | +204.7% | +83.6% | +121.2% | +181.3% |
| 5Y | +451.9% | +212.7% | +239.2% | +385.0% |
| All | +451.9% | +217.9% | +234.1% | +385.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling