+31.4%
PWR vs RF
+20.4%
+11.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +9.0% |
| 7D | -4.8% | -0.1% | -4.6% | -4.7% |
| 30D | -16.2% | +7.0% | -23.2% | -17.0% |
| 3M | -11.9% | -7.0% | -4.9% | -10.7% |
| 6M | -20.6% | +6.8% | -27.4% | -22.0% |
| YTD | +40.3% | +9.9% | +30.3% | +33.3% |
| All | +31.4% | +20.4% | +11.0% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling