+933.4%
SAP vs PWR
+6,979.4%
-6,046.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.3% | +13.8% | +4.0% |
| 7D | +4.0% | -19.9% | +23.9% | +8.4% |
| 30D | +15.7% | -29.3% | +45.0% | +23.4% |
| 3M | +23.4% | -25.5% | +48.9% | +29.6% |
| 6M | +41.3% | -34.0% | +75.3% | +50.0% |
| YTD | +2.0% | +20.7% | -18.7% | -6.4% |
| 1Y | -5.1% | +12.3% | -17.4% | -11.6% |
| 3Y | +82.1% | +201.9% | -119.7% | +32.9% |
| 5Y | +77.2% | +336.8% | -259.6% | +17.2% |
| 10Y | +233.6% | +1,748.9% | -1,515.2% | +55.8% |
| All | +933.4% | +6,979.4% | -6,046.0% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling