+301.7%
SPOT vs PWR
+1,738.5%
-1,436.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | +19.1% | -21.7% | -6.9% |
| 30D | +13.5% | -12.0% | +25.5% | +15.9% |
| 3M | +22.2% | -10.6% | +32.8% | +23.4% |
| 6M | +38.3% | -20.8% | +59.1% | +42.8% |
| YTD | +3.1% | +43.7% | -40.7% | -14.5% |
| 1Y | -7.6% | +35.0% | -42.6% | -21.8% |
| 3Y | +250.0% | +249.4% | +0.6% | +101.8% |
| 5Y | +113.3% | +422.1% | -308.8% | +4.2% |
| All | +301.7% | +1,738.5% | -1,436.8% | +29.9% |
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 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