+32.4%
PWR vs ROL
-34.1%
+66.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.8% | -14.4% | -11.2% |
| 7D | -4.4% | +14.6% | -18.9% | -2.6% |
| 30D | -15.1% | +29.3% | -44.3% | -12.7% |
| 3M | -16.2% | +2.0% | -18.2% | -14.8% |
| 6M | -23.3% | -28.5% | +5.2% | -19.2% |
| YTD | +37.6% | -35.3% | +72.9% | +48.3% |
| 1Y | +32.4% | -34.7% | +67.1% | +40.0% |
| All | +32.4% | -34.1% | +66.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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