+21.0%
STM vs PWR
+443.9%
-422.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +5.8% | +3.6% | +2.2% | +3.8% |
| 30D | -1.0% | -8.6% | +7.6% | +3.8% |
| 3M | -33.3% | -13.2% | -20.1% | -28.1% |
| 6M | +57.4% | +9.9% | +47.5% | +50.7% |
| YTD | +102.2% | +48.0% | +54.2% | +66.5% |
| 1Y | +99.6% | +66.2% | +33.4% | +53.8% |
| 3Y | +14.5% | +195.1% | -180.6% | -38.1% |
| All | +21.0% | +443.9% | -422.9% | -56.0% |
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