+8,390.6%
PWR vs SPG
+2,535.4%
+5,855.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +3.6% | -2.4% | +6.0% | +4.7% |
| 30D | -8.6% | -6.8% | -1.7% | -5.8% |
| 3M | -13.2% | +2.7% | -15.8% | -14.7% |
| 6M | +9.9% | +5.5% | +4.4% | +6.7% |
| YTD | +48.0% | +15.7% | +32.3% | +37.7% |
| 1Y | +66.2% | +20.9% | +45.3% | +51.2% |
| 3Y | +195.1% | +112.4% | +82.7% | +107.8% |
| 5Y | +442.6% | +101.4% | +341.2% | +285.0% |
| 10Y | +2,334.2% | +60.6% | +2,273.6% | +1,546.4% |
| All | +8,390.6% | +2,535.4% | +5,855.2% | +1,723.8% |
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