+66.2%
PWR vs ROL
-35.4%
+101.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +3.6% | -1.4% | +5.0% | +3.5% |
| 30D | -8.6% | -4.1% | -4.5% | -8.7% |
| 3M | -13.2% | -22.5% | +9.3% | -13.0% |
| 6M | +9.9% | -37.7% | +47.6% | +12.7% |
| YTD | +48.0% | -39.6% | +87.6% | +53.3% |
| 1Y | +66.2% | -36.0% | +102.2% | +72.6% |
| All | +66.2% | -35.4% | +101.6% | +72.6% |
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