+8,143.9%
PWR vs SPG
+2,871.1%
+5,272.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +19.1% | +3.1% | +16.0% | +17.6% |
| 30D | -12.0% | +16.4% | -28.4% | -17.8% |
| 3M | -10.6% | +7.1% | -17.6% | -13.4% |
| 6M | -20.8% | +16.1% | -36.9% | -26.4% |
| YTD | +43.7% | +30.4% | +13.3% | +26.6% |
| 1Y | +35.0% | +33.0% | +2.0% | +17.9% |
| 3Y | +249.4% | +134.6% | +114.8% | +135.0% |
| 5Y | +422.1% | +84.9% | +337.2% | +284.3% |
| 10Y | +1,868.4% | +114.9% | +1,753.5% | +1,064.0% |
| All | +8,143.9% | +2,871.1% | +5,272.7% | +1,577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling