+194.5%
PWR vs SN
+681.9%
-487.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.4% | +8.7% |
| 7D | -4.8% | +7.6% | -12.4% | -6.2% |
| 30D | -16.2% | +24.1% | -40.3% | -20.0% |
| 3M | -11.9% | +23.7% | -35.7% | -16.1% |
| 6M | -20.6% | +105.5% | -126.1% | -32.8% |
| YTD | +40.3% | +105.1% | -64.9% | +18.1% |
| 1Y | +33.0% | +148.3% | -115.3% | +7.2% |
| 3Y | +250.0% | +438.7% | -188.7% | +162.5% |
| All | +194.5% | +681.9% | -487.4% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling