+1,463.0%
PWR vs SITM
+4,789.7%
-3,326.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +4.1% |
| 7D | +4.2% | +3.9% | +0.3% | +3.4% |
| 30D | -4.0% | -6.6% | +2.5% | -2.9% |
| 3M | -4.8% | -11.9% | +7.1% | -3.8% |
| 6M | +14.6% | +81.1% | -66.5% | -0.6% |
| YTD | +54.2% | +80.0% | -25.7% | +32.9% |
| 1Y | +67.1% | +145.8% | -78.7% | +34.0% |
| 3Y | +218.5% | +475.9% | -257.4% | +105.3% |
| 5Y | +466.3% | +189.2% | +277.1% | +276.0% |
| All | +1,463.0% | +4,789.7% | -3,326.7% | +577.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling