-67.1%
SMR vs PWR
+69.6%
-136.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.3% | +12.9% | +13.0% |
| 7D | +21.4% | +4.5% | +16.9% | +16.5% |
| 30D | +13.8% | -4.9% | +18.7% | +18.5% |
| 3M | +3.9% | -7.9% | +11.8% | +10.6% |
| 6M | -4.2% | +18.3% | -22.5% | -26.3% |
| YTD | -21.1% | +51.5% | -72.6% | -56.9% |
| 1Y | -67.1% | +70.3% | -137.4% | -79.7% |
| All | -67.1% | +69.6% | -136.7% | -79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling