+1,972.8%
STX vs PWR
+1,844.4%
+128.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | +14.6% | +11.3% | +3.3% | +8.7% |
| 30D | -26.0% | -8.9% | -17.1% | -22.0% |
| 3M | -42.6% | -10.5% | -32.1% | -39.2% |
| 6M | -35.3% | -22.2% | -13.1% | -26.1% |
| YTD | +92.5% | +42.7% | +49.7% | +65.7% |
| 1Y | +102.4% | +41.1% | +61.3% | +75.5% |
| 3Y | +673.8% | +242.7% | +431.1% | +341.9% |
| 5Y | +463.1% | +418.5% | +44.5% | +158.3% |
| All | +1,972.8% | +1,844.4% | +128.4% | +387.8% |
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