+456.7%
PWR vs SPG
+106.4%
+350.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.2% | +1.8% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -4.9% | -4.9% | +0.1% | -2.7% |
| 3M | -7.9% | +3.3% | -11.2% | -10.1% |
| 6M | +18.3% | +11.2% | +7.1% | +11.3% |
| YTD | +51.5% | +17.1% | +34.5% | +38.5% |
| 1Y | +70.3% | +21.6% | +48.7% | +52.1% |
| 3Y | +210.6% | +111.9% | +98.7% | +101.4% |
| 5Y | +456.7% | +106.9% | +349.7% | +260.4% |
| All | +456.7% | +106.4% | +350.3% | +260.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling