+175.2%
SO vs PWR
+1,833.2%
-1,658.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.3% | -1.8% |
| 7D | -1.5% | -12.9% | +11.4% | -0.1% |
| 30D | +8.1% | -22.8% | +30.9% | +11.1% |
| 3M | +0.2% | -19.0% | +19.2% | +2.3% |
| 6M | +0.4% | -31.1% | +31.5% | +4.2% |
| YTD | +8.5% | +28.3% | -19.8% | +2.7% |
| 1Y | +4.9% | +22.2% | -17.3% | -0.1% |
| 3Y | +47.9% | +222.2% | -174.3% | +14.5% |
| 5Y | +75.7% | +364.2% | -288.5% | +23.0% |
| All | +175.2% | +1,833.2% | -1,658.0% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling