+812.8%
SAP vs PWR
+8,583.6%
-7,770.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.9% | +3.6% | -6.5% | -3.6% |
| 30D | +9.0% | -8.6% | +17.6% | +10.9% |
| 3M | +14.9% | -13.2% | +28.1% | +16.8% |
| 6M | +11.9% | +9.9% | +2.0% | +6.9% |
| YTD | -9.9% | +48.0% | -57.9% | -19.9% |
| 1Y | -19.5% | +66.2% | -85.7% | -30.6% |
| 3Y | +61.8% | +195.1% | -133.3% | +20.0% |
| 5Y | +56.2% | +442.6% | -386.4% | -0.3% |
| 10Y | +180.6% | +2,334.2% | -2,153.6% | +25.0% |
| All | +812.8% | +8,583.6% | -7,770.7% | +168.3% |
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