+192.9%
SO vs PWR
+1,857.9%
-1,665.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.9% | +19.1% | -20.0% | -3.1% |
| 30D | +4.9% | -12.0% | +17.0% | +6.2% |
| 3M | +0.8% | -10.6% | +11.4% | +1.6% |
| 6M | +0.6% | -20.8% | +21.4% | +2.7% |
| YTD | +8.7% | +43.7% | -35.1% | +1.3% |
| 1Y | +4.0% | +35.0% | -31.0% | -2.4% |
| 3Y | +50.6% | +249.4% | -198.8% | +15.1% |
| 5Y | +77.5% | +422.1% | -344.6% | +21.5% |
| All | +192.9% | +1,857.9% | -1,665.0% | +36.6% |
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 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