+7,256.3%
PWR vs STRL
+25,182.0%
-17,925.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.7% |
| 7D | -12.9% | -26.9% | +14.1% | -8.5% |
| 30D | -22.8% | -52.7% | +29.8% | -13.4% |
| 3M | -19.0% | -52.8% | +33.8% | -9.1% |
| 6M | -31.1% | -71.5% | +40.4% | -17.2% |
| YTD | +28.3% | -17.4% | +45.7% | +29.8% |
| 1Y | +22.2% | -35.0% | +57.2% | +27.8% |
| 3Y | +222.2% | +239.2% | -17.0% | +166.0% |
| 5Y | +364.2% | +830.2% | -466.0% | +234.7% |
| 10Y | +1,864.8% | +3,574.7% | -1,709.9% | +1,074.2% |
| All | +7,256.3% | +25,182.0% | -17,925.7% | +3,873.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling