+8,168.1%
PWR vs ROP
+3,495.2%
+4,672.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +4.7% | -2.9% | +7.7% | +6.3% |
| 30D | -12.5% | +30.1% | -42.6% | -25.9% |
| 3M | -9.3% | +19.9% | -29.2% | -20.2% |
| 6M | -22.2% | +46.0% | -68.2% | -40.6% |
| YTD | +44.2% | +8.4% | +35.8% | +28.3% |
| 1Y | +35.5% | +8.8% | +26.7% | +20.2% |
| 3Y | +250.4% | -5.6% | +256.1% | +233.3% |
| 5Y | +425.6% | +3.0% | +422.6% | +371.9% |
| 10Y | +1,874.2% | +184.0% | +1,690.2% | +838.8% |
| All | +8,168.1% | +3,495.2% | +4,672.8% | +1,168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling