-20.8%
PWR vs SFM
-37.3%
+16.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.1% |
| 7D | +19.1% | -0.4% | +19.5% | +18.9% |
| 30D | -12.0% | -19.2% | +7.2% | -14.2% |
| 3M | -10.6% | -40.3% | +29.7% | -12.8% |
| 6M | -20.8% | -40.9% | +20.0% | -24.6% |
| All | -20.8% | -37.3% | +16.5% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling