+222.1%
PWR vs RF
+104.8%
+117.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.4% |
| 7D | -12.9% | -0.9% | -12.0% | -12.6% |
| 30D | -22.8% | +6.0% | -28.9% | -24.3% |
| 3M | -19.0% | -8.9% | -10.1% | -16.7% |
| 6M | -31.1% | +2.3% | -33.4% | -32.1% |
| YTD | +28.2% | +7.6% | +20.7% | +23.6% |
| 1Y | +22.2% | +21.2% | +1.0% | +12.7% |
| 3Y | +222.1% | +108.5% | +113.6% | +146.0% |
| All | +222.1% | +104.8% | +117.3% | +146.0% |
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