+14.4%
SGOV vs PWR
+214.5%
-200.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | 0.0% | +4.2% | -4.1% | +0.1% |
| 30D | +0.3% | -4.0% | +4.4% | +0.3% |
| 3M | +0.9% | -4.8% | +5.7% | +0.9% |
| 6M | +1.8% | +14.6% | -12.8% | +1.8% |
| YTD | +2.5% | +54.2% | -51.7% | +2.5% |
| 1Y | +3.8% | +67.1% | -63.3% | +3.8% |
| 3Y | +14.4% | +218.5% | -204.1% | +14.3% |
| All | +14.4% | +214.5% | -200.1% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling