+7,944.2%
PWR vs RL
+1,876.0%
+6,068.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.5% | +7.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -16.2% | +7.3% | -23.6% | -18.5% |
| 3M | -11.9% | +1.0% | -13.0% | -12.5% |
| 6M | -20.6% | +11.8% | -32.3% | -24.8% |
| YTD | +40.3% | +13.6% | +26.6% | +31.1% |
| 1Y | +33.0% | +24.0% | +9.0% | +20.0% |
| 3Y | +250.0% | +256.6% | -6.6% | +104.7% |
| 5Y | +404.2% | +240.2% | +163.9% | +190.7% |
| 10Y | +1,865.8% | +373.0% | +1,492.9% | +796.5% |
| All | +7,944.2% | +1,876.0% | +6,068.2% | +1,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling