+1,831.6%
PWR vs ROP
+185.2%
+1,646.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +11.3% | +0.7% | +10.6% | +10.9% |
| 30D | -8.9% | +28.8% | -37.6% | -19.8% |
| 3M | -10.5% | +21.1% | -31.6% | -19.4% |
| 6M | -22.2% | +52.5% | -74.7% | -39.7% |
| YTD | +42.7% | +8.9% | +33.9% | +32.5% |
| 1Y | +41.1% | +8.2% | +32.9% | +31.3% |
| 3Y | +242.7% | -5.2% | +247.9% | +240.3% |
| 5Y | +418.5% | +1.7% | +416.8% | +386.6% |
| All | +1,831.6% | +185.2% | +1,646.4% | +774.9% |
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