+2,425.3%
PWR vs ROL
+205.3%
+2,220.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +2.7% | -3.3% | +5.9% | +3.9% |
| 30D | -5.1% | -7.2% | +2.1% | -2.5% |
| 3M | -9.4% | -27.0% | +17.6% | +1.5% |
| 6M | +10.4% | -39.5% | +49.9% | +33.2% |
| YTD | +48.6% | -41.8% | +90.4% | +81.4% |
| 1Y | +68.0% | -38.9% | +106.9% | +99.7% |
| 3Y | +204.7% | -0.4% | +205.1% | +183.8% |
| 5Y | +451.9% | -4.2% | +456.1% | +410.0% |
| 10Y | +2,425.3% | +208.2% | +2,217.1% | +1,270.1% |
| All | +2,425.3% | +205.3% | +2,220.0% | +1,270.1% |
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