+1,874.2%
PWR vs RF
+241.0%
+1,633.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.7% | -1.3% | +6.1% | +5.5% |
| 30D | -12.5% | +4.6% | -17.1% | -14.3% |
| 3M | -9.3% | -8.4% | -0.9% | -5.9% |
| 6M | -22.2% | +8.9% | -31.0% | -25.6% |
| YTD | +44.2% | +8.8% | +35.3% | +37.0% |
| 1Y | +35.5% | +18.9% | +16.6% | +23.7% |
| 3Y | +250.4% | +116.0% | +134.5% | +136.0% |
| 5Y | +425.6% | +46.0% | +379.6% | +309.4% |
| 10Y | +1,874.2% | +231.7% | +1,642.5% | +848.8% |
| All | +1,874.2% | +241.0% | +1,633.2% | +848.8% |
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