+242.7%
PWR vs STRL
+341.0%
-98.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.5% |
| 7D | +11.3% | +15.7% | -4.4% | +5.1% |
| 30D | -8.9% | -35.5% | +26.6% | +7.1% |
| 3M | -10.5% | -47.1% | +36.6% | +12.7% |
| 6M | -22.2% | -65.8% | +43.6% | +12.0% |
| YTD | +42.7% | -4.5% | +47.3% | +27.8% |
| 1Y | +41.1% | -10.5% | +51.6% | +29.3% |
| 3Y | +242.7% | +340.6% | -97.9% | +56.3% |
| All | +242.7% | +341.0% | -98.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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