Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PWR vs RF✓SelectedUSD · RFPWR vs RF performance historyLatest closeAs of+0.70%09/04
Stock and ETF performance explorer

PWR vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,348.3%
RF return
+347.6%
Excess return
+2,000.6%
Maximum drawdown
-45.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D+0.7%-0.1%+0.8%+0.7%
7D+3.6%+1.3%+2.3%+3.0%
30D-8.6%-3.6%-5.0%-7.1%
3M-13.2%+8.1%-21.2%-16.5%
6M+9.9%+11.5%-1.6%+4.1%
YTD+48.0%+15.6%+32.5%+37.2%
1Y+66.2%+15.7%+50.5%+53.5%
3Y+195.1%+86.9%+108.2%+112.4%
5Y+442.6%+89.8%+352.7%+272.6%
All+2,348.3%+347.6%+2,000.6%+924.4%

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