+3.7%
SO vs PWR
+31.4%
-27.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.7% | +11.0% | -0.6% |
| 7D | +1.7% | -4.4% | +6.1% | +1.8% |
| 30D | +11.1% | -15.1% | +26.2% | +11.5% |
| 3M | +0.7% | -16.2% | +16.9% | +1.0% |
| 6M | -1.4% | -23.3% | +22.0% | +0.1% |
| YTD | +9.4% | +37.6% | -28.2% | +7.7% |
| 1Y | +3.7% | +32.4% | -28.7% | +1.9% |
| All | +3.7% | +31.4% | -27.7% | +1.9% |
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