+451.9%
PWR vs ROK
+45.0%
+406.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -5.1% | -1.8% | -3.3% | -4.3% |
| 3M | -9.4% | -7.2% | -2.2% | -6.2% |
| 6M | +10.4% | +14.2% | -3.7% | +3.8% |
| YTD | +48.6% | +10.6% | +38.1% | +41.1% |
| 1Y | +68.0% | +25.9% | +42.1% | +50.6% |
| 3Y | +204.7% | +50.8% | +154.0% | +142.5% |
| 5Y | +451.9% | +47.0% | +404.9% | +347.8% |
| All | +451.9% | +45.0% | +406.9% | +347.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling