+1,844.9%
PWR vs RBA
+204.3%
+1,640.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +19.1% | -0.5% | +19.6% | +19.3% |
| 30D | -12.0% | +6.8% | -18.9% | -14.2% |
| 3M | -10.6% | +9.5% | -20.0% | -13.9% |
| 6M | -20.8% | -8.2% | -12.6% | -19.9% |
| YTD | +43.7% | -7.7% | +51.5% | +43.6% |
| 1Y | +35.0% | -6.9% | +41.9% | +34.4% |
| 3Y | +249.4% | +61.6% | +187.8% | +175.4% |
| 5Y | +422.1% | +44.7% | +377.4% | +315.3% |
| All | +1,844.9% | +204.3% | +1,640.6% | +924.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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