+8,390.6%
PWR vs STLD
+7,758.2%
+632.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | +3.6% | +3.1% | +0.5% | +2.4% |
| 30D | -8.6% | -9.0% | +0.4% | -5.7% |
| 3M | -13.2% | -12.4% | -0.8% | -9.6% |
| 6M | +9.9% | +25.5% | -15.6% | +0.3% |
| YTD | +48.0% | +43.6% | +4.4% | +28.1% |
| 1Y | +66.2% | +87.2% | -21.0% | +30.3% |
| 3Y | +195.1% | +135.2% | +59.9% | +107.2% |
| 5Y | +442.6% | +290.9% | +151.7% | +200.9% |
| 10Y | +2,334.2% | +1,113.5% | +1,220.8% | +736.3% |
| All | +8,390.6% | +7,758.2% | +632.5% | +1,411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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