+32.4%
PWR vs RSG
+19.5%
+12.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.0% | -12.7% | -10.9% |
| 7D | -4.4% | +5.1% | -9.5% | -0.9% |
| 30D | -15.1% | +15.3% | -30.4% | -6.6% |
| 3M | -16.2% | +18.6% | -34.8% | -6.2% |
| 6M | -23.3% | +19.5% | -42.9% | -14.5% |
| YTD | +37.6% | +17.2% | +20.4% | +56.2% |
| 1Y | +32.4% | +19.6% | +12.8% | +49.5% |
| All | +32.4% | +19.5% | +12.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling