+392.6%
STM vs PWR
+1,832.8%
-1,440.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.3% | -1.8% | +0.8% |
| 7D | -10.7% | -12.9% | +2.1% | -3.5% |
| 30D | -25.7% | -22.8% | -2.9% | -14.0% |
| 3M | -21.6% | -19.0% | -2.6% | -11.6% |
| 6M | -27.8% | -31.1% | +3.3% | -10.9% |
| YTD | +61.8% | +28.2% | +33.5% | +40.6% |
| 1Y | +78.1% | +22.2% | +55.9% | +58.2% |
| 3Y | +4.9% | +222.1% | -217.2% | -49.5% |
| 5Y | -14.3% | +364.1% | -378.3% | -68.1% |
| All | +392.6% | +1,832.8% | -1,440.2% | -24.7% |
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