+406.3%
PWR vs ROP
+0.5%
+405.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -11.2% | +0.2% | -11.4% | -11.4% |
| 30D | -17.4% | +30.3% | -47.7% | -22.7% |
| 3M | -11.7% | +17.8% | -29.5% | -15.4% |
| 6M | -21.7% | +38.9% | -60.6% | -30.3% |
| YTD | +38.3% | +7.6% | +30.7% | +39.5% |
| 1Y | +29.6% | +6.5% | +23.1% | +31.5% |
| 3Y | +236.1% | -6.3% | +242.4% | +260.2% |
| 5Y | +406.3% | +0.9% | +405.4% | +405.1% |
| All | +406.3% | +0.5% | +405.9% | +405.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling