+404.2%
PWR vs ROL
+16.0%
+388.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.9% |
| 7D | -4.8% | +7.5% | -12.3% | -6.6% |
| 30D | -16.2% | +21.1% | -37.4% | -20.5% |
| 3M | -11.9% | +3.1% | -15.1% | -12.8% |
| 6M | -20.6% | -27.4% | +6.9% | -12.5% |
| YTD | +40.3% | -34.7% | +75.0% | +59.7% |
| 1Y | +33.0% | -32.9% | +66.0% | +49.8% |
| 3Y | +250.0% | +6.1% | +243.9% | +213.4% |
| 5Y | +404.2% | +16.3% | +387.8% | +318.3% |
| All | +404.2% | +16.0% | +388.2% | +318.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling