+1,874.2%
PWR vs SPG
+116.4%
+1,757.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.7% | +2.7% | +2.0% | +3.9% |
| 30D | -12.5% | +16.6% | -29.1% | -17.2% |
| 3M | -9.3% | +8.1% | -17.4% | -11.9% |
| 6M | -22.2% | +19.3% | -41.5% | -27.5% |
| YTD | +44.2% | +31.1% | +13.1% | +29.7% |
| 1Y | +35.5% | +32.8% | +2.8% | +21.4% |
| 3Y | +250.4% | +135.8% | +114.6% | +152.9% |
| 5Y | +425.6% | +85.1% | +340.5% | +306.2% |
| 10Y | +1,874.2% | +115.9% | +1,758.3% | +1,256.5% |
| All | +1,874.2% | +116.4% | +1,757.9% | +1,256.5% |
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