+210.6%
PWR vs ROP
-18.5%
+229.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.3% |
| 7D | +4.5% | -5.4% | +9.9% | +4.5% |
| 30D | -4.9% | -1.6% | -3.2% | -4.9% |
| 3M | -7.9% | +18.8% | -26.7% | -10.4% |
| 6M | +18.3% | +8.2% | +10.1% | +17.9% |
| YTD | +51.5% | -10.5% | +62.0% | +62.8% |
| 1Y | +70.3% | -23.7% | +94.1% | +98.6% |
| 3Y | +210.6% | -17.9% | +228.5% | +214.9% |
| All | +210.6% | -18.5% | +229.1% | +214.9% |
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 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