+2,521.4%
PWR vs ROK
+357.9%
+2,163.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.2% |
| 7D | +4.2% | -1.2% | +5.4% | +5.0% |
| 30D | -4.0% | -4.8% | +0.8% | -1.3% |
| 3M | -4.8% | -6.1% | +1.3% | -1.5% |
| 6M | +14.6% | +15.5% | -0.8% | +5.3% |
| YTD | +54.2% | +11.2% | +43.1% | +43.8% |
| 1Y | +67.1% | +23.8% | +43.3% | +46.9% |
| 3Y | +218.5% | +53.1% | +165.3% | +135.2% |
| 5Y | +466.3% | +48.3% | +418.0% | +312.4% |
| All | +2,521.4% | +357.9% | +2,163.5% | +871.9% |
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