+1,831.6%
PWR vs ROK
+264.0%
+1,567.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +11.3% | +7.1% | +4.2% | +7.1% |
| 30D | -8.9% | -5.0% | -3.9% | -5.7% |
| 3M | -10.5% | -9.4% | -1.1% | -4.9% |
| 6M | -22.2% | -11.0% | -11.2% | -16.5% |
| YTD | +42.7% | +4.4% | +38.3% | +38.6% |
| 1Y | +41.1% | +7.4% | +33.7% | +35.0% |
| 3Y | +242.7% | +61.0% | +181.8% | +146.0% |
| 5Y | +418.5% | +30.4% | +388.2% | +312.3% |
| All | +1,831.6% | +264.0% | +1,567.6% | +648.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling