+200.1%
PWR vs RF
+86.8%
+113.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +3.6% | +1.3% | +2.3% | +3.1% |
| 30D | -8.6% | -3.6% | -5.0% | -7.4% |
| 3M | -13.2% | +8.1% | -21.2% | -15.8% |
| 6M | +9.9% | +11.5% | -1.6% | +5.2% |
| YTD | +48.0% | +15.6% | +32.5% | +39.1% |
| 1Y | +66.2% | +15.7% | +50.5% | +55.7% |
| All | +200.1% | +86.8% | +113.3% | +127.0% |
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