+242.7%
PWR vs ROST
+94.3%
+148.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | 0.0% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | -8.9% | +0.5% | -9.3% | -9.0% |
| 3M | -10.5% | -5.2% | -5.3% | -9.3% |
| 6M | -22.2% | +9.8% | -32.0% | -25.7% |
| YTD | +42.7% | +29.4% | +13.4% | +26.9% |
| 1Y | +41.1% | +44.4% | -3.2% | +19.5% |
| 3Y | +242.7% | +95.0% | +147.7% | +161.1% |
| All | +242.7% | +94.3% | +148.5% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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