+8,390.6%
PWR vs SPY
+1,137.2%
+7,253.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | -8.6% | +0.1% | -8.6% | -8.7% |
| 3M | -13.2% | +2.0% | -15.2% | -14.9% |
| 6M | +9.9% | +13.0% | -3.1% | -4.9% |
| YTD | +48.0% | +13.5% | +34.5% | +27.3% |
| 1Y | +66.2% | +20.0% | +46.2% | +34.1% |
| 3Y | +195.1% | +77.2% | +117.9% | +49.3% |
| 5Y | +442.6% | +81.9% | +360.7% | +164.0% |
| 10Y | +2,334.2% | +314.1% | +2,020.2% | +317.3% |
| All | +8,390.6% | +1,137.2% | +7,253.4% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling