+210.6%
PWR vs SM
-2.8%
+213.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.8% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | -4.9% | +31.5% | -36.4% | -8.5% |
| 3M | -7.9% | +17.3% | -25.2% | -10.3% |
| 6M | +18.3% | +48.5% | -30.2% | +8.7% |
| YTD | +51.5% | +106.3% | -54.8% | +28.5% |
| 1Y | +70.3% | +47.3% | +23.0% | +56.0% |
| 3Y | +210.6% | -1.4% | +212.0% | +199.4% |
| All | +210.6% | -2.8% | +213.4% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling