+58.7%
PWR vs ROP
-24.5%
+83.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.5% |
| 7D | -0.2% | -8.0% | +7.8% | -4.0% |
| 30D | -7.7% | -2.7% | -5.0% | -8.7% |
| 3M | -4.9% | +16.6% | -21.5% | +0.5% |
| 6M | +9.7% | +10.4% | -0.6% | +15.9% |
| YTD | +46.7% | -12.1% | +58.8% | +53.0% |
| 1Y | +58.7% | -23.6% | +82.3% | +70.0% |
| All | +58.7% | -24.5% | +83.2% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling