+1,796.7%
PWR vs ROL
+211.1%
+1,585.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -11.2% | +3.4% | -14.6% | -12.5% |
| 30D | -17.4% | +20.8% | -38.2% | -23.3% |
| 3M | -11.7% | +3.7% | -15.5% | -13.6% |
| 6M | -21.7% | -27.7% | +6.0% | -12.4% |
| YTD | +38.3% | -34.9% | +73.2% | +60.8% |
| 1Y | +29.6% | -33.3% | +62.9% | +48.9% |
| 3Y | +236.1% | +4.3% | +231.8% | +207.7% |
| 5Y | +406.3% | +15.0% | +391.4% | +332.9% |
| 10Y | +1,796.7% | +214.7% | +1,582.0% | +881.8% |
| All | +1,796.7% | +211.1% | +1,585.6% | +881.8% |
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