+8,390.6%
PWR vs RL
+1,636.4%
+6,754.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | -8.6% | -7.8% | -0.8% | -6.0% |
| 3M | -13.2% | -4.0% | -9.2% | -12.3% |
| 6M | +9.9% | -1.9% | +11.8% | +9.2% |
| YTD | +48.0% | -0.2% | +48.2% | +45.5% |
| 1Y | +66.2% | +10.7% | +55.5% | +56.7% |
| 3Y | +195.1% | +210.8% | -15.7% | +82.1% |
| 5Y | +442.6% | +238.2% | +204.3% | +211.8% |
| 10Y | +2,334.2% | +313.4% | +2,020.9% | +1,069.2% |
| All | +8,390.6% | +1,636.4% | +6,754.2% | +2,122.3% |
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