+597.0%
SE vs PWR
+1,644.9%
-1,047.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.1% |
| 7D | +0.6% | +4.5% | -3.9% | -1.3% |
| 30D | -0.1% | -4.9% | +4.8% | +1.7% |
| 3M | +34.1% | -7.9% | +42.0% | +35.7% |
| 6M | +23.2% | +18.3% | +4.9% | +8.7% |
| YTD | -11.2% | +51.5% | -62.7% | -31.1% |
| 1Y | -40.5% | +70.3% | -110.8% | -56.7% |
| 3Y | +196.3% | +210.6% | -14.3% | +52.7% |
| 5Y | -67.0% | +456.7% | -523.7% | -87.4% |
| All | +597.0% | +1,644.9% | -1,047.9% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling