+1,874.2%
PWR vs SM
+10.6%
+1,863.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +3.5% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -12.5% | -17.3% | +4.8% | -10.3% |
| 3M | -9.3% | -3.6% | -5.7% | -9.1% |
| 6M | -22.2% | +2.9% | -25.1% | -23.3% |
| YTD | +44.2% | +70.2% | -26.1% | +31.4% |
| 1Y | +35.5% | +66.5% | -31.0% | +23.7% |
| 3Y | +250.4% | -8.2% | +258.6% | +239.7% |
| 5Y | +425.6% | -1.5% | +427.1% | +392.4% |
| 10Y | +1,874.2% | +11.9% | +1,862.3% | +1,382.3% |
| All | +1,874.2% | +10.6% | +1,863.7% | +1,382.3% |
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