+509.2%
STM vs PWR
+6,979.4%
-6,470.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -12.3% | -0.1% | -8.4% |
| 7D | -20.1% | -19.9% | -0.2% | -14.0% |
| 30D | -32.0% | -29.3% | -2.7% | -23.7% |
| 3M | -24.2% | -25.5% | +1.3% | -16.3% |
| 6M | -29.9% | -34.0% | +4.1% | -19.4% |
| YTD | +54.9% | +20.7% | +34.2% | +46.8% |
| 1Y | +68.0% | +12.3% | +55.7% | +62.5% |
| 3Y | -0.1% | +201.9% | -202.0% | -30.3% |
| 5Y | -17.9% | +336.8% | -354.7% | -49.3% |
| 10Y | +392.2% | +1,748.9% | -1,356.6% | +96.9% |
| All | +509.2% | +6,979.4% | -6,470.2% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling