+304.8%
SPY vs PWR
+1,818.7%
-1,513.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -0.6% | -11.2% | +10.7% | +2.4% |
| 30D | -3.7% | -17.4% | +13.7% | +1.1% |
| 3M | -2.7% | -11.7% | +9.0% | -0.4% |
| 6M | +2.2% | -21.7% | +23.9% | +7.5% |
| YTD | +10.8% | +38.3% | -27.4% | -4.8% |
| 1Y | +11.2% | +29.6% | -18.3% | -2.5% |
| 3Y | +76.5% | +236.1% | -159.7% | +5.7% |
| 5Y | +72.9% | +406.3% | -333.4% | -13.8% |
| 10Y | +304.8% | +1,796.7% | -1,491.9% | +12.0% |
| All | +304.8% | +1,818.7% | -1,513.9% | +12.0% |
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