+661.5%
STM vs PWR
+2,334.2%
-1,672.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +5.8% | +3.6% | +2.2% | +3.7% |
| 30D | -1.0% | -8.6% | +7.6% | +4.1% |
| 3M | -33.3% | -13.2% | -20.1% | -27.7% |
| 6M | +57.4% | +9.9% | +47.5% | +49.4% |
| YTD | +102.2% | +48.0% | +54.2% | +62.0% |
| 1Y | +99.6% | +66.2% | +33.4% | +48.5% |
| 3Y | +14.5% | +195.1% | -180.6% | -42.1% |
| 5Y | +21.4% | +442.6% | -421.2% | -58.8% |
| All | +661.5% | +2,334.2% | -1,672.7% | -2.1% |
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 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