+250.0%
PWR vs SM
-14.2%
+264.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.7% | +12.1% | +9.7% |
| 7D | -4.8% | -22.3% | +17.5% | -1.4% |
| 30D | -16.2% | -21.4% | +5.1% | -13.4% |
| 3M | -11.9% | +1.4% | -13.3% | -12.2% |
| 6M | -20.6% | +0.1% | -20.7% | -21.4% |
| YTD | +40.3% | +59.0% | -18.7% | +23.7% |
| 1Y | +33.0% | +64.3% | -31.3% | +16.0% |
| 3Y | +250.0% | -13.1% | +263.1% | +240.4% |
| All | +250.0% | -14.2% | +264.2% | +240.4% |
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