+210.6%
PWR vs ROL
+1.0%
+209.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.9% | +2.7% |
| 7D | +4.5% | -3.4% | +8.0% | +5.0% |
| 30D | -4.9% | -6.9% | +2.1% | -4.0% |
| 3M | -7.9% | -24.6% | +16.7% | -4.0% |
| 6M | +18.3% | -39.5% | +57.9% | +29.3% |
| YTD | +51.5% | -41.1% | +92.6% | +66.2% |
| 1Y | +70.3% | -37.9% | +108.3% | +84.1% |
| 3Y | +210.6% | +0.8% | +209.8% | +171.1% |
| All | +210.6% | +1.0% | +209.6% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling