+82.3%
SPYM vs PWR
+458.8%
-376.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.2% |
| 7D | +0.6% | +4.5% | -3.9% | -0.6% |
| 30D | -0.9% | -4.9% | +4.0% | +0.2% |
| 3M | +3.9% | -7.9% | +11.8% | +5.3% |
| 6M | +14.5% | +18.3% | -3.8% | +7.2% |
| YTD | +13.0% | +51.5% | -38.5% | -2.1% |
| 1Y | +19.4% | +70.3% | -50.9% | -0.7% |
| 3Y | +78.9% | +210.6% | -131.7% | +18.3% |
| 5Y | +82.3% | +456.7% | -374.3% | -4.5% |
| All | +82.3% | +458.8% | -376.5% | -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