+66.2%
PWR vs ROK
+29.3%
+36.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.1% |
| 7D | +3.6% | +0.7% | +2.9% | +3.1% |
| 30D | -8.6% | -3.3% | -5.3% | -6.7% |
| 3M | -13.2% | -5.9% | -7.3% | -10.2% |
| 6M | +9.9% | +13.9% | -4.0% | +2.0% |
| YTD | +48.0% | +12.6% | +35.5% | +34.0% |
| 1Y | +66.2% | +28.6% | +37.6% | +38.6% |
| All | +66.2% | +29.3% | +36.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling