+66.2%
PWR vs RL
+13.6%
+52.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | -8.6% | -7.8% | -0.8% | -6.8% |
| 3M | -13.2% | -4.0% | -9.2% | -12.7% |
| 6M | +9.9% | -1.9% | +11.8% | +9.1% |
| YTD | +48.0% | -0.2% | +48.2% | +44.6% |
| 1Y | +66.2% | +10.7% | +55.5% | +52.1% |
| All | +66.2% | +13.6% | +52.6% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling