+733.1%
PWR vs ROIV
+287.3%
+445.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.6% | +4.7% | +8.9% |
| 7D | -4.8% | +13.3% | -18.1% | -6.0% |
| 30D | -16.2% | +14.8% | -31.0% | -17.5% |
| 3M | -11.9% | +11.9% | -23.9% | -13.2% |
| 6M | -20.6% | +42.4% | -63.0% | -23.7% |
| YTD | +40.3% | +87.4% | -47.2% | +31.2% |
| 1Y | +33.0% | +97.2% | -64.2% | +23.8% |
| 3Y | +250.0% | +375.7% | -125.7% | +203.6% |
| 5Y | +404.2% | +379.0% | +25.1% | +311.4% |
| All | +733.1% | +287.3% | +445.8% | +584.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling