+56.4%
SAP vs PWR
+443.9%
-387.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.9% | +3.6% | -6.5% | -3.4% |
| 30D | +9.0% | -8.6% | +17.6% | +10.4% |
| 3M | +14.9% | -13.2% | +28.1% | +16.9% |
| 6M | +11.9% | +9.9% | +2.0% | +6.4% |
| YTD | -9.9% | +48.0% | -57.9% | -21.3% |
| 1Y | -19.5% | +66.2% | -85.7% | -32.4% |
| 3Y | +61.8% | +195.1% | -133.3% | +10.6% |
| All | +56.4% | +443.9% | -387.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling