+311.1%
SPOT vs PWR
+1,725.9%
-1,414.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +1.6% | +11.3% | -9.7% | -1.2% |
| 30D | +16.9% | -8.9% | +25.8% | +18.3% |
| 3M | +23.0% | -10.5% | +33.5% | +24.0% |
| 6M | +42.2% | -22.2% | +64.3% | +47.5% |
| YTD | +5.5% | +42.7% | -37.3% | -12.3% |
| 1Y | -5.1% | +41.1% | -46.2% | -20.9% |
| 3Y | +257.9% | +242.7% | +15.2% | +107.6% |
| 5Y | +118.4% | +418.5% | -300.2% | +6.8% |
| All | +311.1% | +1,725.9% | -1,414.8% | +33.1% |
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