+2,426.3%
PWR vs SM
+22.6%
+2,403.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -5.1% | +20.3% | -25.4% | -7.4% |
| 3M | -9.4% | +22.9% | -32.3% | -12.3% |
| 6M | +10.4% | +47.8% | -37.4% | +3.3% |
| YTD | +48.6% | +107.5% | -58.8% | +32.3% |
| 1Y | +68.0% | +51.7% | +16.3% | +55.4% |
| 3Y | +204.7% | -0.9% | +205.6% | +192.8% |
| 5Y | +451.9% | +112.2% | +339.7% | +370.7% |
| All | +2,426.3% | +22.6% | +2,403.7% | +1,779.1% |
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 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