+444.1%
STM vs PWR
+1,818.7%
-1,374.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.2% |
| 7D | -7.9% | -11.2% | +3.3% | -1.5% |
| 30D | -14.1% | -17.4% | +3.3% | -4.4% |
| 3M | -17.6% | -11.7% | -5.9% | -11.7% |
| 6M | -24.2% | -21.7% | -2.5% | -13.0% |
| YTD | +73.3% | +38.3% | +35.0% | +44.1% |
| 1Y | +90.1% | +29.6% | +60.5% | +63.0% |
| 3Y | +10.3% | +236.1% | -225.8% | -48.4% |
| 5Y | -5.7% | +406.3% | -412.1% | -66.9% |
| 10Y | +444.1% | +1,796.7% | -1,352.6% | -23.2% |
| All | +444.1% | +1,818.7% | -1,374.7% | -23.2% |
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