+1,796.7%
PWR vs RF
+248.4%
+1,548.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -11.2% | +0.3% | -11.6% | -11.3% |
| 30D | -17.4% | +6.2% | -23.6% | -19.6% |
| 3M | -11.7% | -7.8% | -3.9% | -8.7% |
| 6M | -21.7% | +5.9% | -27.6% | -24.3% |
| YTD | +38.3% | +9.0% | +29.2% | +31.3% |
| 1Y | +29.6% | +19.3% | +10.3% | +18.1% |
| 3Y | +236.1% | +116.4% | +119.7% | +126.2% |
| 5Y | +406.3% | +46.0% | +360.3% | +294.5% |
| 10Y | +1,796.7% | +239.8% | +1,556.9% | +802.6% |
| All | +1,796.7% | +248.4% | +1,548.3% | +802.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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