+66.2%
PWR vs REPL
+161.1%
-94.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +3.6% | -3.0% | +6.6% | +3.6% |
| 30D | -8.6% | +27.1% | -35.7% | -8.8% |
| 3M | -13.2% | +52.4% | -65.5% | -13.9% |
| 6M | +9.9% | +107.4% | -97.6% | +8.4% |
| YTD | +48.0% | +54.7% | -6.7% | +46.0% |
| 1Y | +66.2% | +158.9% | -92.7% | +64.2% |
| All | +66.2% | +161.1% | -94.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling