+1,074.0%
SPY vs PWR
+7,422.2%
-6,348.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -5.9% | -0.9% |
| 7D | -2.7% | -12.9% | +10.2% | -0.5% |
| 30D | -5.4% | -22.8% | +17.5% | -1.2% |
| 3M | -4.1% | -19.0% | +14.9% | -1.0% |
| 6M | +0.7% | -31.1% | +31.8% | +6.5% |
| YTD | +8.7% | +28.2% | -19.6% | +1.6% |
| 1Y | +10.9% | +22.2% | -11.3% | +4.5% |
| 3Y | +75.0% | +222.1% | -147.1% | +35.2% |
| 5Y | +67.8% | +364.1% | -296.3% | +19.9% |
| 10Y | +312.9% | +1,864.5% | -1,551.6% | +123.9% |
| All | +1,074.0% | +7,422.2% | -6,348.2% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling