+828.4%
SPYM vs PWR
+4,478.0%
-3,649.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -0.9% |
| 30D | +0.1% | -8.6% | +8.6% | +2.4% |
| 3M | +2.0% | -13.2% | +15.2% | +5.1% |
| 6M | +13.1% | +9.9% | +3.2% | +8.1% |
| YTD | +13.6% | +48.0% | -34.4% | -0.5% |
| 1Y | +20.1% | +66.2% | -46.1% | +1.2% |
| 3Y | +77.6% | +195.1% | -117.6% | +23.4% |
| 5Y | +82.5% | +442.6% | -360.0% | +4.8% |
| 10Y | +317.6% | +2,334.2% | -2,016.6% | +52.4% |
| All | +828.4% | +4,478.0% | -3,649.6% | +176.1% |
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