+78.7%
SO vs PWR
+411.6%
-332.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | +1.4% | +11.3% | -9.9% | +0.9% |
| 30D | +4.7% | -8.9% | +13.6% | +5.0% |
| 3M | +1.7% | -10.5% | +12.2% | +2.0% |
| 6M | +2.2% | -22.2% | +24.3% | +3.2% |
| YTD | +10.0% | +42.7% | -32.8% | +7.4% |
| 1Y | +6.0% | +41.1% | -35.1% | +3.6% |
| 3Y | +54.1% | +242.7% | -188.6% | +34.5% |
| All | +78.7% | +411.6% | -332.8% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling