+8,390.6%
PWR vs ROST
+13,136.6%
-4,746.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +3.6% | +0.9% | +2.7% | +3.2% |
| 30D | -8.6% | -8.9% | +0.3% | -5.4% |
| 3M | -13.2% | -0.8% | -12.3% | -13.6% |
| 6M | +9.9% | +8.5% | +1.4% | +5.1% |
| YTD | +48.0% | +28.6% | +19.4% | +31.8% |
| 1Y | +66.2% | +52.3% | +13.8% | +37.7% |
| 3Y | +195.1% | +94.8% | +100.3% | +118.7% |
| 5Y | +442.6% | +110.8% | +331.8% | +276.8% |
| 10Y | +2,334.2% | +304.5% | +2,029.7% | +1,137.4% |
| All | +8,390.6% | +13,136.6% | -4,746.0% | +1,185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling