+438.6%
PWR vs RNG
-70.1%
+508.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -0.2% | -9.6% | +9.4% | +0.7% |
| 30D | -7.7% | +8.8% | -16.5% | -8.5% |
| 3M | -4.9% | +78.6% | -83.6% | -11.1% |
| 6M | +9.7% | +70.3% | -60.5% | +2.3% |
| YTD | +46.7% | +140.3% | -93.7% | +29.0% |
| 1Y | +58.7% | +126.6% | -67.9% | +40.4% |
| 3Y | +200.7% | +120.2% | +80.5% | +158.2% |
| 5Y | +438.6% | -68.3% | +506.9% | +473.3% |
| All | +438.6% | -70.1% | +508.7% | +473.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling