+250.1%
SPOT vs PWR
+1,776.3%
-1,526.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -6.9% | -0.2% | -6.6% | -6.8% |
| 30D | +4.1% | -7.7% | +11.9% | +6.1% |
| 3M | +3.7% | -4.9% | +8.6% | +3.1% |
| 6M | -1.6% | +9.7% | -11.3% | -7.9% |
| YTD | -10.2% | +46.7% | -56.8% | -24.5% |
| 1Y | -25.9% | +58.7% | -84.6% | -39.9% |
| 3Y | +235.6% | +200.7% | +34.9% | +107.8% |
| 5Y | +110.6% | +438.6% | -328.0% | +3.7% |
| All | +250.1% | +1,776.3% | -1,526.2% | +14.6% |
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