-22.2%
PWR vs ROST
+7.2%
-29.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -1.0% |
| 7D | +11.3% | +0.3% | +11.0% | +11.4% |
| 30D | -8.9% | +0.5% | -9.3% | -7.9% |
| 3M | -10.5% | -5.2% | -5.3% | -10.0% |
| 6M | -22.2% | +9.8% | -32.0% | -24.5% |
| All | -22.2% | +7.2% | -29.3% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling