-78.0%
SE vs PWR
+411.6%
-489.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.5% | +11.3% | -11.8% | -5.1% |
| 30D | -20.9% | -8.9% | -12.1% | -18.8% |
| 3M | -38.9% | -10.5% | -28.4% | -37.3% |
| 6M | -19.4% | -22.2% | +2.7% | -13.3% |
| YTD | -40.9% | +42.7% | -83.7% | -55.8% |
| 1Y | -46.2% | +41.1% | -87.3% | -59.6% |
| 3Y | +63.7% | +242.7% | -179.0% | -36.3% |
| All | -78.0% | +411.6% | -489.6% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling