+451.9%
PWR vs SPY
+81.0%
+370.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | +2.7% | -0.4% | +3.0% | +3.1% |
| 30D | -5.1% | -1.4% | -3.8% | -3.6% |
| 3M | -9.4% | +3.7% | -13.1% | -12.9% |
| 6M | +10.4% | +13.0% | -2.6% | -3.9% |
| YTD | +48.6% | +12.4% | +36.2% | +30.3% |
| 1Y | +68.0% | +18.5% | +49.5% | +39.1% |
| 3Y | +204.7% | +77.6% | +127.1% | +64.6% |
| 5Y | +451.9% | +81.7% | +370.2% | +202.0% |
| All | +451.9% | +81.0% | +370.9% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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