-25.5%
PWR vs RF
-10.7%
-14.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.1% | -10.2% | -12.3% |
| 7D | -19.9% | -1.6% | -18.2% | -19.6% |
| 30D | -29.3% | +5.0% | -34.3% | -28.8% |
| 3M | -25.5% | -10.0% | -15.5% | -22.9% |
| All | -25.5% | -10.7% | -14.8% | -22.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling