+8,390.6%
PWR vs ROP
+2,957.5%
+5,433.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +2.7% |
| 7D | +3.6% | -4.4% | +8.0% | +6.2% |
| 30D | -8.6% | +3.2% | -11.8% | -10.6% |
| 3M | -13.2% | +23.1% | -36.2% | -25.0% |
| 6M | +9.9% | +13.3% | -3.4% | -1.7% |
| YTD | +48.0% | -7.9% | +55.9% | +47.4% |
| 1Y | +66.2% | -22.1% | +88.2% | +82.0% |
| 3Y | +195.1% | -16.8% | +211.9% | +207.6% |
| 5Y | +442.6% | -13.5% | +456.1% | +448.8% |
| 10Y | +2,334.2% | +137.7% | +2,196.5% | +1,207.9% |
| All | +8,390.6% | +2,957.5% | +5,433.1% | +1,357.9% |
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 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