+354.9%
PWR vs STT
+100.0%
+254.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -12.9% | -2.5% | -10.4% | -11.8% |
| 30D | -22.8% | -5.0% | -17.9% | -20.9% |
| 3M | -19.0% | -10.5% | -8.5% | -14.8% |
| 6M | -31.1% | +10.0% | -41.1% | -33.5% |
| YTD | +28.3% | +30.7% | -2.4% | +14.4% |
| 1Y | +22.2% | +43.8% | -21.5% | +4.6% |
| 3Y | +222.2% | +168.1% | +54.1% | +109.4% |
| All | +354.9% | +100.0% | +254.9% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling