+155.9%
SO vs PWR
+2,399.9%
-2,244.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | +1.0% | +4.5% | -3.5% | +0.4% |
| 30D | -3.2% | -4.9% | +1.7% | -2.6% |
| 3M | -1.7% | -7.9% | +6.2% | -1.1% |
| 6M | -7.2% | +18.3% | -25.5% | -10.3% |
| YTD | +4.6% | +51.5% | -46.9% | -2.6% |
| 1Y | +1.2% | +70.3% | -69.1% | -7.7% |
| 3Y | +45.3% | +210.6% | -165.3% | +15.1% |
| 5Y | +58.7% | +456.7% | -398.0% | +8.6% |
| 10Y | +155.9% | +2,396.1% | -2,240.2% | +12.4% |
| All | +155.9% | +2,399.9% | -2,244.1% | +12.4% |
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