-3.6%
SMR vs PWR
+474.0%
-477.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.2% |
| 7D | +4.4% | +3.6% | +0.8% | +1.0% |
| 30D | +3.4% | -8.6% | +12.0% | +11.4% |
| 3M | -19.2% | -13.2% | -6.0% | -9.1% |
| 6M | -22.6% | +9.9% | -32.5% | -31.3% |
| YTD | -31.5% | +48.0% | -79.6% | -54.5% |
| 1Y | -73.1% | +66.2% | -139.2% | -83.5% |
| 3Y | +55.0% | +195.1% | -140.2% | -31.3% |
| All | -3.6% | +474.0% | -477.6% | -64.0% |
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