+1,796.7%
PWR vs RL
+369.1%
+1,427.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -11.2% | +1.3% | -12.6% | -11.6% |
| 30D | -17.4% | +7.6% | -25.0% | -19.6% |
| 3M | -11.7% | -1.5% | -10.2% | -11.4% |
| 6M | -21.7% | +12.1% | -33.8% | -25.8% |
| YTD | +38.3% | +13.9% | +24.4% | +29.5% |
| 1Y | +29.6% | +20.7% | +8.9% | +18.6% |
| 3Y | +236.1% | +260.6% | -24.4% | +100.9% |
| 5Y | +406.3% | +248.9% | +157.5% | +197.1% |
| 10Y | +1,796.7% | +355.9% | +1,440.8% | +821.8% |
| All | +1,796.7% | +369.1% | +1,427.6% | +821.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling