+1,844.9%
PWR vs STT
+198.7%
+1,646.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +19.1% | +5.1% | +13.9% | +16.2% |
| 30D | -12.0% | -0.2% | -11.8% | -11.6% |
| 3M | -10.6% | -8.1% | -2.4% | -6.5% |
| 6M | -20.8% | +16.6% | -37.5% | -26.4% |
| YTD | +43.7% | +37.8% | +5.9% | +22.0% |
| 1Y | +35.0% | +46.8% | -11.8% | +11.0% |
| 3Y | +249.4% | +181.2% | +68.3% | +103.4% |
| 5Y | +422.1% | +105.1% | +317.0% | +241.4% |
| All | +1,844.9% | +198.7% | +1,646.2% | +788.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling