+11.1%
SMR vs PWR
+487.5%
-476.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.3% | +12.9% | +13.0% |
| 7D | +21.4% | +4.5% | +16.9% | +16.7% |
| 30D | +13.8% | -4.9% | +18.7% | +18.4% |
| 3M | +3.9% | -7.9% | +11.8% | +10.3% |
| 6M | -4.2% | +18.3% | -22.5% | -20.6% |
| YTD | -21.1% | +51.5% | -72.6% | -48.5% |
| 1Y | -67.1% | +70.3% | -137.4% | -80.3% |
| 3Y | +88.9% | +210.6% | -121.7% | -18.6% |
| All | +11.1% | +487.5% | -476.3% | -59.3% |
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 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