+41.1%
PWR vs SGI
-33.4%
+74.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +11.3% | -5.3% | +16.6% | +12.0% |
| 30D | -8.9% | -2.1% | -6.8% | -9.2% |
| 3M | -10.5% | -8.2% | -2.3% | -9.8% |
| 6M | -22.2% | -4.6% | -17.6% | -22.6% |
| YTD | +42.7% | -31.5% | +74.2% | +51.9% |
| 1Y | +41.1% | -30.8% | +71.9% | +50.7% |
| All | +41.1% | -33.4% | +74.5% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling