+8,589.7%
PWR vs ROK
+4,284.3%
+4,305.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.9% |
| 7D | +4.5% | +2.8% | +1.7% | +2.9% |
| 30D | -4.9% | -2.4% | -2.5% | -3.6% |
| 3M | -7.9% | -4.7% | -3.2% | -5.5% |
| 6M | +18.3% | +16.8% | +1.6% | +8.2% |
| YTD | +51.5% | +11.4% | +40.1% | +41.3% |
| 1Y | +70.3% | +26.2% | +44.1% | +48.3% |
| 3Y | +210.6% | +51.9% | +158.7% | +132.3% |
| 5Y | +456.7% | +46.4% | +410.3% | +311.9% |
| 10Y | +2,396.1% | +343.5% | +2,052.5% | +861.1% |
| All | +8,589.7% | +4,284.3% | +4,305.4% | +858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling