+7.5%
SMR vs PWR
+476.4%
-468.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.5% |
| 7D | +13.1% | +2.7% | +10.4% | +10.6% |
| 30D | +17.8% | -5.1% | +22.9% | +22.7% |
| 3M | +8.1% | -9.4% | +17.5% | +16.5% |
| 6M | -11.1% | +10.4% | -21.5% | -21.1% |
| YTD | -23.7% | +48.6% | -72.4% | -49.3% |
| 1Y | -69.4% | +68.0% | -137.4% | -81.4% |
| 3Y | +82.6% | +204.7% | -122.1% | -19.9% |
| All | +7.5% | +476.4% | -468.9% | -59.9% |
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