+2,521.4%
PWR vs RSG
+428.9%
+2,092.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -4.0% | +4.0% | -8.0% | -6.2% |
| 3M | -4.8% | +7.4% | -12.1% | -9.7% |
| 6M | +14.6% | +0.1% | +14.5% | +12.6% |
| YTD | +54.2% | +6.0% | +48.2% | +45.5% |
| 1Y | +67.1% | -3.0% | +70.1% | +66.4% |
| 3Y | +218.5% | +56.5% | +162.0% | +120.2% |
| 5Y | +466.3% | +90.9% | +375.3% | +232.6% |
| All | +2,521.4% | +428.9% | +2,092.5% | +602.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling