+210.6%
PWR vs SPG
+112.2%
+98.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.2% | +1.9% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -4.9% | -4.9% | +0.1% | -3.1% |
| 3M | -7.9% | +3.3% | -11.2% | -10.2% |
| 6M | +18.3% | +11.2% | +7.1% | +11.7% |
| YTD | +51.5% | +17.1% | +34.5% | +39.4% |
| 1Y | +70.3% | +21.6% | +48.7% | +53.4% |
| 3Y | +210.6% | +111.9% | +98.7% | +88.1% |
| All | +210.6% | +112.2% | +98.4% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling