+2,393.1%
PWR vs SGI
+266.5%
+2,126.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.4% |
| 7D | -0.2% | -4.9% | +4.7% | +1.2% |
| 30D | -7.7% | +1.6% | -9.3% | -8.4% |
| 3M | -4.9% | -3.2% | -1.8% | -4.7% |
| 6M | +9.7% | -16.0% | +25.8% | +13.9% |
| YTD | +46.7% | -25.4% | +72.1% | +56.7% |
| 1Y | +58.7% | -21.6% | +80.3% | +66.4% |
| 3Y | +200.7% | +52.9% | +147.9% | +157.0% |
| 5Y | +438.6% | +47.5% | +391.1% | +346.9% |
| All | +2,393.1% | +266.5% | +2,126.6% | +1,323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling