+47.9%
SO vs PWR
+221.0%
-173.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.3% | -0.9% |
| 7D | -1.5% | -12.9% | +11.4% | -1.7% |
| 30D | +8.1% | -22.8% | +30.9% | +7.7% |
| 3M | +0.2% | -19.0% | +19.2% | -0.1% |
| 6M | +0.4% | -31.1% | +31.5% | +0.1% |
| YTD | +8.5% | +28.2% | -19.7% | +10.1% |
| 1Y | +4.9% | +22.2% | -17.3% | +6.4% |
| 3Y | +47.9% | +222.1% | -174.2% | +44.7% |
| All | +47.9% | +221.0% | -173.1% | +44.7% |
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 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