+169.3%
PWR vs SN
+659.6%
-490.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.7% |
| 7D | -12.9% | +7.2% | -20.0% | -14.2% |
| 30D | -22.8% | +20.4% | -43.2% | -25.9% |
| 3M | -19.0% | +23.9% | -42.9% | -22.9% |
| 6M | -31.1% | +93.0% | -124.1% | -40.9% |
| YTD | +28.3% | +99.2% | -71.0% | +8.6% |
| 1Y | +22.2% | +142.6% | -120.4% | -1.0% |
| 3Y | +222.2% | +398.8% | -176.6% | +143.0% |
| All | +169.3% | +659.6% | -490.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling