+222.2%
PWR vs STT
+165.4%
+56.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -12.9% | -2.5% | -10.4% | -11.6% |
| 30D | -22.8% | -5.0% | -17.9% | -20.6% |
| 3M | -19.0% | -10.5% | -8.5% | -14.2% |
| 6M | -31.1% | +10.0% | -41.1% | -33.6% |
| YTD | +28.3% | +30.7% | -2.4% | +13.5% |
| 1Y | +22.2% | +43.8% | -21.5% | +3.1% |
| 3Y | +222.2% | +168.1% | +54.1% | +95.4% |
| All | +222.2% | +165.4% | +56.8% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling