+1,831.6%
PWR vs ROL
+221.5%
+1,610.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.6% |
| 7D | +11.3% | +3.0% | +8.3% | +10.2% |
| 30D | -8.9% | +19.8% | -28.6% | -15.1% |
| 3M | -10.5% | +7.9% | -18.4% | -13.7% |
| 6M | -22.2% | -25.6% | +3.5% | -13.8% |
| YTD | +42.7% | -34.1% | +76.9% | +65.3% |
| 1Y | +41.1% | -31.4% | +72.5% | +60.3% |
| 3Y | +242.7% | +4.7% | +238.1% | +213.6% |
| 5Y | +418.5% | +15.6% | +402.9% | +342.6% |
| All | +1,831.6% | +221.5% | +1,610.1% | +876.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling