+2,097.2%
PWR vs SFM
+46.8%
+2,050.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +19.1% | -0.4% | +19.5% | +19.1% |
| 30D | -12.0% | -19.2% | +7.2% | -10.3% |
| 3M | -10.6% | -40.3% | +29.7% | -5.0% |
| 6M | -20.8% | -40.9% | +20.0% | -16.1% |
| YTD | +43.7% | -35.5% | +79.2% | +49.3% |
| 1Y | +35.0% | -37.4% | +72.4% | +40.8% |
| 3Y | +249.4% | +25.5% | +223.9% | +221.9% |
| 5Y | +422.1% | +113.0% | +309.1% | +332.5% |
| 10Y | +1,868.4% | +136.3% | +1,732.1% | +1,420.1% |
| All | +2,097.2% | +46.8% | +2,050.4% | +1,707.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling