+8,390.6%
PWR vs STRL
+48,549.0%
-40,158.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.2% |
| 7D | +3.6% | +3.4% | +0.2% | +3.1% |
| 30D | -8.6% | -9.2% | +0.7% | -7.3% |
| 3M | -13.2% | -51.0% | +37.9% | -3.8% |
| 6M | +9.9% | +15.8% | -5.9% | +5.3% |
| YTD | +48.0% | +58.9% | -10.8% | +35.5% |
| 1Y | +66.2% | +68.5% | -2.4% | +50.4% |
| 3Y | +195.1% | +485.2% | -290.1% | +123.3% |
| 5Y | +442.6% | +2,005.1% | -1,562.5% | +246.4% |
| 10Y | +2,334.2% | +7,118.0% | -4,783.7% | +1,211.0% |
| All | +8,390.6% | +48,549.0% | -40,158.4% | +4,047.0% |
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