+32.4%
PWR vs RL
+34.3%
-1.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +4.5% | -16.1% | -12.6% |
| 7D | -4.4% | +5.8% | -10.1% | -5.7% |
| 30D | -15.1% | +12.7% | -27.8% | -17.6% |
| 3M | -16.2% | +9.3% | -25.6% | -18.4% |
| 6M | -23.3% | +16.9% | -40.3% | -26.5% |
| YTD | +37.6% | +17.5% | +20.1% | +28.9% |
| 1Y | +32.4% | +34.6% | -2.2% | +13.4% |
| All | +32.4% | +34.3% | -1.9% | +13.4% |
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