+120.8%
PWRD vs SPY
+78.6%
+42.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | 0.0% | -2.0% | +2.0% | +2.1% |
| 30D | -6.2% | -1.7% | -4.5% | -4.5% |
| 3M | -1.0% | +4.7% | -5.8% | -5.5% |
| 6M | +1.2% | +12.5% | -11.3% | -10.0% |
| YTD | +9.9% | +11.7% | -1.9% | -1.4% |
| 1Y | +11.7% | +17.5% | -5.8% | -4.5% |
| 3Y | +101.8% | +76.6% | +25.2% | +18.2% |
| All | +120.8% | +78.6% | +42.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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