+222.2%
PWR vs RL
+240.1%
-17.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.6% | +6.8% |
| 7D | -12.9% | -4.2% | -8.7% | -11.5% |
| 30D | -22.8% | +4.3% | -27.1% | -24.0% |
| 3M | -19.0% | -4.6% | -14.4% | -17.8% |
| 6M | -31.1% | +1.7% | -32.8% | -32.2% |
| YTD | +28.3% | +7.3% | +20.9% | +22.5% |
| 1Y | +22.2% | +20.8% | +1.4% | +10.8% |
| 3Y | +222.2% | +247.0% | -24.8% | +96.1% |
| All | +222.2% | +240.1% | -17.9% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling