+2,426.3%
PWR vs SGI
+278.2%
+2,148.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +2.7% | +0.6% | +2.0% | +2.5% |
| 30D | -5.1% | +5.5% | -10.7% | -6.8% |
| 3M | -9.4% | -3.6% | -5.8% | -9.0% |
| 6M | +10.4% | -15.0% | +25.4% | +14.2% |
| YTD | +48.6% | -23.0% | +71.7% | +57.4% |
| 1Y | +68.0% | -18.4% | +86.4% | +74.3% |
| 3Y | +204.7% | +57.8% | +147.0% | +158.1% |
| 5Y | +451.9% | +51.5% | +400.5% | +354.6% |
| All | +2,426.3% | +278.2% | +2,148.1% | +1,329.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling