+2,393.1%
PWR vs SM
+23.2%
+2,369.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.2% | +2.1% | -2.4% | -0.5% |
| 30D | -7.7% | +18.1% | -25.9% | -9.7% |
| 3M | -4.9% | +17.0% | -21.9% | -7.4% |
| 6M | +9.7% | +55.4% | -45.7% | +2.0% |
| YTD | +46.7% | +108.6% | -61.9% | +30.4% |
| 1Y | +58.7% | +45.7% | +13.1% | +47.6% |
| 3Y | +200.7% | -0.3% | +201.1% | +188.8% |
| 5Y | +438.6% | +113.0% | +325.5% | +359.1% |
| All | +2,393.1% | +23.2% | +2,369.8% | +1,753.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling