+2,393.1%
PWR vs SPG
+64.3%
+2,328.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | -7.7% | -5.8% | -2.0% | -5.8% |
| 3M | -4.9% | -2.8% | -2.1% | -4.4% |
| 6M | +9.7% | +8.9% | +0.8% | +5.9% |
| YTD | +46.7% | +14.3% | +32.4% | +38.8% |
| 1Y | +58.7% | +19.5% | +39.2% | +47.4% |
| 3Y | +200.7% | +106.9% | +93.9% | +128.0% |
| 5Y | +438.6% | +108.7% | +329.8% | +302.9% |
| All | +2,393.1% | +64.3% | +2,328.8% | +1,812.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling