+661.9%
PWR vs ROIV
+270.3%
+391.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.2% | +0.1% | +5.6% |
| 7D | -12.9% | +5.3% | -18.2% | -13.4% |
| 30D | -22.8% | +11.9% | -34.7% | -23.8% |
| 3M | -19.0% | +10.7% | -29.7% | -20.1% |
| 6M | -31.1% | +34.9% | -66.0% | -33.4% |
| YTD | +28.3% | +79.2% | -50.9% | +20.5% |
| 1Y | +22.2% | +89.0% | -66.8% | +14.3% |
| 3Y | +222.2% | +337.3% | -115.2% | +181.3% |
| 5Y | +364.2% | +402.3% | -38.2% | +279.8% |
| All | +661.9% | +270.3% | +391.6% | +528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling