+236.1%
PWR vs RF
+116.7%
+119.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -11.2% | +0.3% | -11.6% | -11.3% |
| 30D | -17.4% | +6.2% | -23.6% | -18.9% |
| 3M | -11.7% | -7.8% | -3.9% | -9.5% |
| 6M | -21.7% | +5.9% | -27.6% | -23.7% |
| YTD | +38.3% | +9.0% | +29.2% | +32.7% |
| 1Y | +29.6% | +19.3% | +10.3% | +20.4% |
| 3Y | +236.1% | +116.4% | +119.7% | +153.6% |
| All | +236.1% | +116.7% | +119.4% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling