+1,874.2%
PWR vs ROP
+183.0%
+1,691.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +4.7% | -2.9% | +7.7% | +6.0% |
| 30D | -12.5% | +30.1% | -42.6% | -23.4% |
| 3M | -9.3% | +19.9% | -29.2% | -18.0% |
| 6M | -22.2% | +46.0% | -68.2% | -38.2% |
| YTD | +44.2% | +8.4% | +35.8% | +34.1% |
| 1Y | +35.5% | +8.8% | +26.7% | +25.6% |
| 3Y | +250.4% | -5.6% | +256.1% | +248.7% |
| 5Y | +425.6% | +3.0% | +422.6% | +388.7% |
| 10Y | +1,874.2% | +184.0% | +1,690.2% | +775.7% |
| All | +1,874.2% | +183.0% | +1,691.2% | +775.7% |
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