+6,869.1%
PWR vs RBA
+4,003.4%
+2,865.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.7% |
| 7D | -12.9% | +4.3% | -17.1% | -14.3% |
| 30D | -22.8% | +16.3% | -39.2% | -27.3% |
| 3M | -19.0% | +1.3% | -20.3% | -20.1% |
| 6M | -31.1% | -11.1% | -20.0% | -29.5% |
| YTD | +28.3% | -8.5% | +36.7% | +28.6% |
| 1Y | +22.2% | -2.1% | +24.3% | +19.4% |
| 3Y | +222.2% | +44.6% | +177.6% | +166.6% |
| 5Y | +364.2% | +36.8% | +327.3% | +280.4% |
| 10Y | +1,864.8% | +227.3% | +1,637.5% | +1,000.5% |
| All | +6,869.1% | +4,003.4% | +2,865.7% | +1,771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling