+236.1%
PWR vs ROP
-5.2%
+241.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.3% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -17.4% | +30.3% | -47.7% | -15.5% |
| 3M | -11.7% | +17.8% | -29.5% | -10.0% |
| 6M | -21.7% | +38.9% | -60.6% | -21.4% |
| YTD | +38.3% | +7.6% | +30.7% | +51.4% |
| 1Y | +29.6% | +6.5% | +23.1% | +42.5% |
| 3Y | +236.1% | -6.3% | +242.4% | +281.0% |
| All | +236.1% | -5.2% | +241.4% | +281.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling