+210.6%
PWR vs ROST
+97.9%
+112.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.5% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | -4.9% | -10.0% | +5.1% | -1.7% |
| 3M | -7.9% | +1.2% | -9.1% | -9.1% |
| 6M | +18.3% | +8.9% | +9.4% | +13.0% |
| YTD | +51.5% | +28.1% | +23.4% | +34.8% |
| 1Y | +70.3% | +53.0% | +17.4% | +39.7% |
| 3Y | +210.6% | +97.9% | +112.7% | +117.6% |
| All | +210.6% | +97.9% | +112.7% | +117.6% |
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