+1,831.6%
PWR vs SM
+18.0%
+1,813.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +11.3% | +9.4% | +1.9% | +9.9% |
| 30D | -8.9% | -14.4% | +5.5% | -7.0% |
| 3M | -10.5% | +1.6% | -12.1% | -10.9% |
| 6M | -22.2% | +6.3% | -28.5% | -23.6% |
| YTD | +42.7% | +78.8% | -36.0% | +29.2% |
| 1Y | +41.1% | +83.1% | -42.0% | +27.1% |
| 3Y | +242.7% | -5.9% | +248.7% | +231.1% |
| 5Y | +418.5% | +4.8% | +413.7% | +381.8% |
| All | +1,831.6% | +18.0% | +1,813.6% | +1,344.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling