+229.3%
SAP vs PWR
+1,887.5%
-1,658.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.7% |
| 7D | -2.5% | +4.7% | -7.2% | -3.8% |
| 30D | +7.5% | -12.5% | +20.0% | +9.6% |
| 3M | +11.6% | -9.3% | +21.0% | +12.4% |
| 6M | +37.6% | -22.2% | +59.8% | +42.1% |
| YTD | -2.0% | +44.2% | -46.1% | -16.9% |
| 1Y | -6.4% | +35.5% | -41.9% | -19.3% |
| 3Y | +67.7% | +250.4% | -182.7% | +2.6% |
| 5Y | +75.7% | +425.6% | -349.9% | -8.7% |
| 10Y | +229.3% | +1,874.2% | -1,644.9% | +4.9% |
| All | +229.3% | +1,887.5% | -1,658.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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