-23.6%
RKT vs PWR
+1,368.5%
-1,392.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.4% |
| 7D | +6.0% | +4.5% | +1.5% | +4.8% |
| 30D | +0.7% | -4.9% | +5.5% | +1.8% |
| 3M | +11.8% | -7.9% | +19.7% | +13.2% |
| 6M | -7.6% | +18.3% | -26.0% | -13.8% |
| YTD | -28.7% | +51.5% | -80.2% | -38.2% |
| 1Y | -32.6% | +70.3% | -102.9% | -43.8% |
| 3Y | +42.1% | +210.6% | -168.5% | -7.9% |
| 5Y | -7.2% | +456.7% | -463.8% | -49.2% |
| All | -23.6% | +1,368.5% | -1,392.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling