+2,396.1%
PWR vs RL
+304.3%
+2,091.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.8% |
| 7D | +4.5% | +1.9% | +2.6% | +3.8% |
| 30D | -4.9% | -12.2% | +7.3% | -0.4% |
| 3M | -7.9% | -6.6% | -1.2% | -6.1% |
| 6M | +18.3% | +3.2% | +15.2% | +15.4% |
| YTD | +51.5% | -1.3% | +52.8% | +49.6% |
| 1Y | +70.3% | +13.6% | +56.7% | +59.3% |
| 3Y | +210.6% | +210.9% | -0.3% | +95.6% |
| 5Y | +456.7% | +246.9% | +209.8% | +225.1% |
| 10Y | +2,396.1% | +310.1% | +2,086.0% | +1,182.5% |
| All | +2,396.1% | +304.3% | +2,091.8% | +1,182.5% |
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