+202.9%
PWR vs SPYG
+96.8%
+106.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | +1.9% |
| 30D | -7.7% | -1.9% | -5.8% | -5.7% |
| 3M | -4.9% | +5.2% | -10.1% | -10.0% |
| 6M | +9.7% | +15.6% | -5.8% | -6.8% |
| YTD | +46.7% | +12.4% | +34.3% | +28.5% |
| 1Y | +58.7% | +17.5% | +41.3% | +32.6% |
| All | +202.9% | +96.8% | +106.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling