-49.5%
SMR vs PWR
+397.3%
-446.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.3% | +10.0% | +10.5% |
| 7D | -9.6% | -12.9% | +3.3% | +2.1% |
| 30D | -33.8% | -22.8% | -10.9% | -16.7% |
| 3M | -46.4% | -19.0% | -27.4% | -37.1% |
| 6M | -62.4% | -31.1% | -31.3% | -48.6% |
| YTD | -64.1% | +28.3% | -92.4% | -73.5% |
| 1Y | -84.3% | +22.2% | -106.6% | -87.7% |
| 3Y | +55.8% | +222.2% | -166.3% | -29.1% |
| All | -49.5% | +397.3% | -446.8% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling