+799.9%
PWR vs ROIV
+295.0%
+504.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +18.8% | -16.4% | +0.4% |
| 7D | +4.5% | +20.2% | -15.6% | +2.4% |
| 30D | -4.9% | +14.1% | -19.0% | -6.4% |
| 3M | -7.9% | +45.6% | -53.5% | -11.4% |
| 6M | +18.3% | +44.1% | -25.8% | +13.7% |
| YTD | +51.5% | +91.2% | -39.6% | +41.6% |
| 1Y | +70.3% | +221.3% | -151.0% | +52.1% |
| 3Y | +210.6% | +229.2% | -18.6% | +174.1% |
| 5Y | +456.7% | +316.5% | +140.2% | +365.7% |
| All | +799.9% | +295.0% | +504.9% | +638.5% |
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