+2,347.8%
PWR vs SPYG
+561.6%
+1,786.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.9% |
| 7D | +4.5% | +1.2% | +3.3% | +3.2% |
| 30D | -4.9% | -1.6% | -3.3% | -3.3% |
| 3M | -7.9% | +3.4% | -11.2% | -10.7% |
| 6M | +18.3% | +18.9% | -0.6% | -1.7% |
| YTD | +51.5% | +13.8% | +37.7% | +31.9% |
| 1Y | +70.3% | +20.6% | +49.7% | +39.6% |
| 3Y | +210.6% | +100.5% | +110.1% | +47.5% |
| 5Y | +456.7% | +84.6% | +372.1% | +181.5% |
| 10Y | +2,396.1% | +410.8% | +1,985.3% | +271.7% |
| All | +2,347.8% | +561.6% | +1,786.2% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling