+59.8%
SO vs PWR
+443.9%
-384.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -0.2% | +3.6% | -3.8% | -0.3% |
| 30D | -4.6% | -8.6% | +4.0% | -4.2% |
| 3M | -3.0% | -13.2% | +10.1% | -2.4% |
| 6M | -8.3% | +9.9% | -18.1% | -9.0% |
| YTD | +3.5% | +48.0% | -44.5% | +1.1% |
| 1Y | -0.9% | +66.2% | -67.1% | -3.9% |
| 3Y | +45.4% | +195.1% | -149.8% | +30.9% |
| All | +59.8% | +443.9% | -384.1% | +32.9% |
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