+1,820.7%
PWR vs REPL
-9.7%
+1,830.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +2.7% | -9.6% | +12.2% | +3.1% |
| 30D | -5.1% | +5.7% | -10.8% | -5.4% |
| 3M | -9.4% | +56.4% | -65.8% | -12.7% |
| 6M | +10.4% | +67.4% | -57.0% | +1.7% |
| YTD | +48.6% | +48.7% | 0.0% | +37.4% |
| 1Y | +68.0% | +148.3% | -80.3% | +46.9% |
| 3Y | +204.7% | -26.7% | +231.4% | +158.1% |
| 5Y | +451.9% | -54.1% | +506.1% | +375.2% |
| All | +1,820.7% | -9.7% | +1,830.4% | +1,210.6% |
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