+308.8%
SPOT vs PWR
+1,743.9%
-1,435.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.6% |
| 7D | -3.0% | +4.7% | -7.7% | -4.4% |
| 30D | +15.2% | -12.5% | +27.7% | +17.8% |
| 3M | +21.6% | -9.3% | +30.9% | +22.2% |
| 6M | +45.2% | -22.2% | +67.4% | +50.8% |
| YTD | +4.9% | +44.2% | -39.3% | -13.0% |
| 1Y | -4.8% | +35.5% | -40.3% | -19.5% |
| 3Y | +256.3% | +250.4% | +5.8% | +105.3% |
| 5Y | +120.2% | +425.6% | -305.4% | +7.3% |
| All | +308.8% | +1,743.9% | -1,435.1% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling