+202.9%
PWR vs SITM
+423.6%
-220.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | -0.2% | +4.8% | -5.1% | -1.4% |
| 30D | -7.7% | -9.7% | +2.0% | -5.7% |
| 3M | -4.9% | -9.3% | +4.4% | -4.6% |
| 6M | +9.7% | +69.5% | -59.8% | -6.6% |
| YTD | +46.7% | +70.5% | -23.8% | +23.4% |
| 1Y | +58.7% | +145.3% | -86.5% | +20.5% |
| All | +202.9% | +423.6% | -220.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling