-48.0%
SMR vs PWR
+459.0%
-507.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -3.7% |
| 7D | +1.9% | +4.7% | -2.8% | -1.7% |
| 30D | -21.9% | -12.5% | -9.4% | -12.7% |
| 3M | -47.1% | -9.3% | -37.8% | -44.3% |
| 6M | -60.6% | -22.2% | -38.5% | -52.1% |
| YTD | -63.1% | +44.2% | -107.2% | -75.5% |
| 1Y | -80.4% | +35.5% | -116.0% | -86.0% |
| 3Y | +150.2% | +250.4% | -100.2% | +3.8% |
| All | -48.0% | +459.0% | -507.0% | -80.6% |
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