+354.9%
PWR vs REPL
-35.6%
+390.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.7% | +6.1% |
| 7D | -12.9% | +22.8% | -35.6% | -13.3% |
| 30D | -22.8% | +63.8% | -86.6% | -23.8% |
| 3M | -19.0% | +68.1% | -87.1% | -20.1% |
| 6M | -31.1% | +528.5% | -559.6% | -35.1% |
| YTD | +28.3% | +122.4% | -94.2% | +22.0% |
| 1Y | +22.2% | +154.4% | -132.1% | +15.8% |
| 3Y | +222.2% | +68.0% | +154.2% | +186.4% |
| All | +354.9% | -35.6% | +390.5% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling