+890.7%
SAP vs PWR
+7,422.2%
-6,531.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -5.5% |
| 7D | -0.7% | -12.9% | +12.2% | +1.6% |
| 30D | +11.1% | -22.8% | +33.9% | +16.2% |
| 3M | +17.0% | -19.0% | +36.0% | +20.6% |
| 6M | +34.8% | -31.1% | +65.9% | +41.7% |
| YTD | -2.2% | +28.2% | -30.5% | -11.5% |
| 1Y | -6.4% | +22.2% | -28.7% | -14.5% |
| 3Y | +75.1% | +222.1% | -147.0% | +25.9% |
| 5Y | +69.8% | +364.1% | -294.2% | +10.8% |
| 10Y | +219.8% | +1,864.5% | -1,644.7% | +47.3% |
| All | +890.7% | +7,422.2% | -6,531.6% | +196.4% |
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