+2,163.0%
PWR vs SFM
+132.6%
+2,030.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 6M | +9.9% | +6.5% | +3.4% | +7.8% |
| YTD | +48.0% | +2.2% | +45.9% | +45.7% |
| 1Y | +66.2% | -41.9% | +108.1% | +77.4% |
| 3Y | +195.1% | +106.8% | +88.4% | +156.1% |
| 5Y | +442.6% | +231.6% | +211.0% | +326.6% |
| 10Y | +2,334.2% | +258.4% | +2,075.8% | +1,687.4% |
| All | +2,163.0% | +132.6% | +2,030.4% | +1,663.7% |
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