+82.5%
SPY vs PWR
+443.9%
-361.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -0.8% |
| 30D | +0.1% | -8.6% | +8.6% | +2.2% |
| 3M | +2.0% | -13.2% | +15.2% | +5.1% |
| 6M | +13.0% | +9.9% | +3.1% | +7.9% |
| YTD | +13.5% | +48.0% | -34.5% | -1.2% |
| 1Y | +20.0% | +66.2% | -46.2% | +0.1% |
| 3Y | +77.2% | +195.1% | -117.9% | +18.5% |
| All | +82.5% | +443.9% | -361.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling