+167.6%
SYK vs PWR
+2,415.0%
-2,247.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -12.3% | -0.2% | -12.1% | -12.3% |
| 30D | -22.4% | -7.7% | -14.7% | -21.0% |
| 3M | -12.3% | -4.9% | -7.4% | -12.7% |
| 6M | -24.3% | +9.7% | -34.0% | -28.9% |
| YTD | -22.8% | +46.7% | -69.5% | -34.5% |
| 1Y | -28.8% | +58.7% | -87.5% | -41.7% |
| 3Y | -4.0% | +200.7% | -204.7% | -41.1% |
| 5Y | +3.8% | +438.6% | -434.7% | -51.4% |
| All | +167.6% | +2,415.0% | -2,247.4% | -37.7% |
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 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