+6,945.7%
PWR vs RSG
+2,005.0%
+4,940.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +4.5% | -0.7% | +5.3% | +4.8% |
| 30D | -4.9% | +3.3% | -8.2% | -6.2% |
| 3M | -7.9% | +8.5% | -16.3% | -11.8% |
| 6M | +18.3% | -3.5% | +21.9% | +18.5% |
| YTD | +51.5% | +5.5% | +46.0% | +45.8% |
| 1Y | +70.3% | -1.7% | +72.0% | +68.4% |
| 3Y | +210.6% | +56.9% | +153.7% | +149.2% |
| 5Y | +456.7% | +89.4% | +367.3% | +311.2% |
| 10Y | +2,396.1% | +412.5% | +1,983.5% | +1,142.0% |
| All | +6,945.7% | +2,005.0% | +4,940.7% | +2,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling