+67.4%
SAP vs PWR
+241.6%
-174.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | +1.5% | -11.2% | +12.7% | +1.9% |
| 30D | +8.8% | -17.4% | +26.2% | +9.8% |
| 3M | +12.1% | -11.7% | +23.8% | +12.4% |
| 6M | +34.6% | -21.7% | +56.3% | +36.8% |
| YTD | -2.1% | +38.3% | -40.4% | -13.0% |
| 1Y | -5.5% | +29.6% | -35.1% | -14.8% |
| 3Y | +67.4% | +236.1% | -168.7% | +13.6% |
| All | +67.4% | +241.6% | -174.1% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling