+1,757.3%
PWR vs REPL
+37.4%
+1,719.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +19.1% | +9.8% | +9.3% | +18.6% |
| 30D | -12.0% | +81.5% | -93.5% | -14.3% |
| 3M | -10.6% | +44.2% | -54.8% | -12.2% |
| 6M | -20.8% | +437.4% | -458.2% | -28.9% |
| YTD | +43.7% | +126.1% | -82.4% | +30.3% |
| 1Y | +35.0% | +143.1% | -108.2% | +21.8% |
| 3Y | +249.4% | +97.8% | +151.6% | +172.5% |
| 5Y | +422.1% | -34.3% | +456.4% | +344.8% |
| All | +1,757.3% | +37.4% | +1,719.9% | +1,143.1% |
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