+2,103.1%
SO vs PWR
+7,422.2%
-5,319.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.3% | -1.4% |
| 7D | -1.5% | -12.9% | +11.4% | -0.8% |
| 30D | +8.1% | -22.8% | +30.9% | +9.4% |
| 3M | +0.2% | -19.0% | +19.2% | +1.1% |
| 6M | +0.4% | -31.1% | +31.5% | +2.0% |
| YTD | +8.5% | +28.2% | -19.7% | +6.3% |
| 1Y | +4.9% | +22.2% | -17.3% | +3.1% |
| 3Y | +47.9% | +222.1% | -174.2% | +36.2% |
| 5Y | +75.7% | +364.1% | -288.4% | +57.6% |
| 10Y | +178.0% | +1,864.5% | -1,686.5% | +129.0% |
| All | +2,103.1% | +7,422.2% | -5,319.1% | +1,608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling