+2,203.9%
PWR vs RNG
+327.7%
+1,876.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.1% |
| 7D | +3.6% | +5.8% | -2.2% | +3.0% |
| 30D | -8.6% | +19.6% | -28.2% | -10.4% |
| 3M | -13.2% | +67.0% | -80.2% | -18.7% |
| 6M | +9.9% | +88.4% | -78.5% | +0.5% |
| YTD | +48.0% | +155.5% | -107.5% | +28.6% |
| 1Y | +66.2% | +141.7% | -75.5% | +45.0% |
| 3Y | +195.1% | +131.1% | +64.0% | +151.9% |
| 5Y | +442.6% | -70.6% | +513.1% | +468.4% |
| 10Y | +2,334.2% | +228.2% | +2,106.0% | +1,485.1% |
| All | +2,203.9% | +327.7% | +1,876.2% | +1,315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling