+7,830.8%
PWR vs STLD
+7,583.7%
+247.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.8% |
| 7D | -11.2% | -4.7% | -6.6% | -9.4% |
| 30D | -17.4% | -0.9% | -16.4% | -16.8% |
| 3M | -11.7% | -11.9% | +0.1% | -7.8% |
| 6M | -21.7% | +0.9% | -22.6% | -22.5% |
| YTD | +38.3% | +40.4% | -2.2% | +20.8% |
| 1Y | +29.6% | +56.6% | -27.0% | +8.8% |
| 3Y | +236.1% | +125.5% | +110.7% | +140.4% |
| 5Y | +406.3% | +292.8% | +113.5% | +182.0% |
| 10Y | +1,796.7% | +787.1% | +1,009.6% | +630.1% |
| All | +7,830.8% | +7,583.7% | +247.1% | +1,325.7% |
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