+2,521.4%
PWR vs RNG
+222.9%
+2,298.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +4.2% | -6.1% | +10.3% | +4.8% |
| 30D | -4.0% | +9.6% | -13.7% | -5.0% |
| 3M | -4.8% | +83.3% | -88.1% | -11.3% |
| 6M | +14.6% | +77.9% | -63.3% | +6.2% |
| YTD | +54.2% | +139.9% | -85.7% | +36.1% |
| 1Y | +67.1% | +121.7% | -54.5% | +48.7% |
| 3Y | +218.5% | +121.9% | +96.6% | +175.6% |
| 5Y | +466.3% | -68.4% | +534.6% | +482.8% |
| All | +2,521.4% | +222.9% | +2,298.6% | +1,528.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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