+2,425.3%
PWR vs ROP
+132.1%
+2,293.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.2% |
| 7D | +2.7% | -6.1% | +8.8% | +5.7% |
| 30D | -5.1% | -3.4% | -1.8% | -3.9% |
| 3M | -9.4% | +16.7% | -26.1% | -18.5% |
| 6M | +10.4% | +8.1% | +2.4% | +2.5% |
| YTD | +48.6% | -11.7% | +60.3% | +53.9% |
| 1Y | +68.0% | -24.2% | +92.2% | +90.9% |
| 3Y | +204.7% | -19.0% | +223.7% | +226.4% |
| 5Y | +451.9% | -15.9% | +467.8% | +470.0% |
| 10Y | +2,425.3% | +135.7% | +2,289.7% | +1,131.7% |
| All | +2,425.3% | +132.1% | +2,293.2% | +1,131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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