+307.3%
SPY vs PWR
+1,915.1%
-1,607.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | -0.5% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | -3.3% | -16.2% | +12.9% | +1.0% |
| 3M | -2.4% | -11.9% | +9.5% | 0.0% |
| 6M | +2.6% | -20.6% | +23.1% | +7.5% |
| YTD | +11.2% | +40.3% | -29.0% | -4.8% |
| 1Y | +13.4% | +33.0% | -19.6% | -1.5% |
| 3Y | +79.9% | +250.0% | -170.1% | +6.3% |
| 5Y | +72.2% | +404.2% | -332.0% | -13.9% |
| 10Y | +307.3% | +1,865.8% | -1,558.5% | +12.2% |
| All | +307.3% | +1,915.1% | -1,607.8% | +12.2% |
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