-15.7%
STM vs PWR
+348.7%
-364.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.3% | -1.8% | +1.0% |
| 7D | -10.7% | -12.9% | +2.1% | -3.8% |
| 30D | -25.7% | -22.8% | -2.9% | -14.5% |
| 3M | -21.6% | -19.0% | -2.6% | -12.0% |
| 6M | -27.8% | -31.1% | +3.3% | -12.0% |
| YTD | +61.8% | +28.2% | +33.5% | +44.0% |
| 1Y | +78.1% | +22.2% | +55.9% | +61.7% |
| 3Y | +4.9% | +222.1% | -217.2% | -45.9% |
| All | -15.7% | +348.7% | -364.5% | -66.7% |
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 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