-81.6%
SMR vs PWR
+28.2%
-109.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -2.8% |
| 7D | -2.8% | -11.2% | +8.4% | +6.9% |
| 30D | -27.5% | -17.4% | -10.1% | -15.2% |
| 3M | -43.1% | -11.7% | -31.4% | -38.7% |
| 6M | -58.4% | -21.7% | -36.7% | -48.9% |
| YTD | -63.2% | +38.3% | -101.4% | -80.6% |
| 1Y | -81.6% | +29.6% | -111.2% | -88.8% |
| All | -81.6% | +28.2% | -109.9% | -88.8% |
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