+54.2%
SO vs PWR
+236.2%
-182.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.1% | -11.2% | +11.1% | -0.3% |
| 30D | +8.7% | -17.4% | +26.1% | +8.4% |
| 3M | +3.4% | -11.7% | +15.1% | +3.3% |
| 6M | +3.7% | -21.7% | +25.4% | +3.6% |
| YTD | +10.0% | +38.3% | -28.2% | +11.9% |
| 1Y | +6.6% | +29.6% | -23.0% | +8.1% |
| All | +54.2% | +236.2% | -182.0% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling