+41.3%
SAP vs PWR
-34.1%
+75.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.3% | +13.8% | -2.3% |
| 7D | +4.0% | -19.9% | +23.9% | -2.4% |
| 30D | +15.7% | -29.3% | +45.0% | +4.3% |
| 3M | +23.4% | -25.5% | +48.9% | +13.6% |
| 6M | +41.3% | -34.0% | +75.3% | +19.9% |
| All | +41.3% | -34.1% | +75.4% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling