+1,712.3%
PWR vs REPL
+39.1%
+1,673.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +9.2% |
| 7D | -4.8% | +14.2% | -19.0% | -5.3% |
| 30D | -16.2% | +65.9% | -82.1% | -18.1% |
| 3M | -11.9% | +84.6% | -96.5% | -14.4% |
| 6M | -20.6% | +446.9% | -467.5% | -28.8% |
| YTD | +40.3% | +129.0% | -88.8% | +27.1% |
| 1Y | +33.0% | +167.9% | -134.9% | +19.5% |
| 3Y | +250.0% | +93.9% | +156.1% | +173.9% |
| 5Y | +404.2% | -33.0% | +437.1% | +329.0% |
| All | +1,712.3% | +39.1% | +1,673.2% | +1,112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling