+200.3%
PWR vs STRL
+509.6%
-309.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -1.4% |
| 7D | +3.6% | +3.4% | +0.2% | +2.2% |
| 30D | -8.6% | -9.2% | +0.7% | -5.4% |
| 3M | -13.2% | -51.0% | +37.9% | +10.0% |
| 6M | +9.9% | +15.8% | -5.9% | -5.3% |
| YTD | +48.0% | +58.9% | -10.8% | +10.6% |
| 1Y | +66.2% | +68.5% | -2.4% | +18.5% |
| All | +200.3% | +509.6% | -309.3% | +22.2% |
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