+200.3%
PWR vs STT
+206.4%
-6.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | -8.6% | +3.9% | -12.4% | -10.4% |
| 3M | -13.2% | +20.0% | -33.1% | -20.5% |
| 6M | +9.9% | +55.3% | -45.4% | -11.0% |
| YTD | +48.0% | +53.3% | -5.3% | +19.5% |
| 1Y | +66.2% | +74.7% | -8.5% | +25.2% |
| All | +200.3% | +206.4% | -6.2% | +56.7% |
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