+8,390.6%
PWR vs SM
+378.2%
+8,012.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | -8.6% | +26.3% | -34.9% | -12.5% |
| 3M | -13.2% | +8.7% | -21.8% | -15.2% |
| 6M | +9.9% | +51.7% | -41.8% | -0.3% |
| YTD | +48.0% | +99.0% | -51.0% | +27.1% |
| 1Y | +66.2% | +34.6% | +31.6% | +52.4% |
| 3Y | +195.1% | -7.8% | +202.9% | +182.4% |
| 5Y | +442.6% | +104.8% | +337.8% | +328.7% |
| 10Y | +2,334.2% | +7.2% | +2,327.0% | +1,375.7% |
| All | +8,390.6% | +378.2% | +8,012.4% | +3,832.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling