+2,348.3%
PWR vs RF
+347.6%
+2,000.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 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