+1,831.6%
PWR vs RF
+223.4%
+1,608.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +11.3% | +1.9% | +9.4% | +10.4% |
| 30D | -8.9% | +7.3% | -16.2% | -11.7% |
| 3M | -10.5% | -7.9% | -2.6% | -7.4% |
| 6M | -22.2% | +10.5% | -32.7% | -26.1% |
| YTD | +42.7% | +9.6% | +33.1% | +35.2% |
| 1Y | +41.1% | +20.3% | +20.8% | +28.0% |
| 3Y | +242.7% | +119.5% | +123.2% | +128.9% |
| 5Y | +418.5% | +48.2% | +370.3% | +300.8% |
| All | +1,831.6% | +223.4% | +1,608.2% | +825.0% |
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