+7,898.6%
PWR vs SGI
+1,794.5%
+6,104.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | +19.1% | -10.7% | +29.8% | +22.5% |
| 30D | -12.0% | -3.6% | -8.4% | -11.8% |
| 3M | -10.6% | -5.4% | -5.2% | -10.2% |
| 6M | -20.8% | -7.0% | -13.8% | -20.5% |
| YTD | +43.7% | -31.6% | +75.3% | +55.3% |
| 1Y | +35.0% | -33.5% | +68.5% | +46.9% |
| 3Y | +249.4% | +66.5% | +182.9% | +193.9% |
| 5Y | +422.1% | +42.2% | +379.9% | +341.7% |
| 10Y | +1,868.4% | +320.9% | +1,547.6% | +1,024.5% |
| All | +7,898.6% | +1,794.5% | +6,104.1% | +2,063.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling