+8,390.6%
PWR vs ROL
+4,324.0%
+4,066.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +3.6% | -1.4% | +5.0% | +4.3% |
| 30D | -8.6% | -4.1% | -4.5% | -6.9% |
| 3M | -13.2% | -22.5% | +9.3% | -3.1% |
| 6M | +9.9% | -37.7% | +47.6% | +35.8% |
| YTD | +48.0% | -39.6% | +87.6% | +84.7% |
| 1Y | +66.2% | -36.0% | +102.2% | +100.3% |
| 3Y | +195.1% | -5.1% | +200.3% | +185.3% |
| 5Y | +442.6% | -3.4% | +445.9% | +407.8% |
| 10Y | +2,334.2% | +215.2% | +2,119.0% | +1,085.1% |
| All | +8,390.6% | +4,324.0% | +4,066.7% | +1,056.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling