+202.9%
PWR vs RVMD
+536.1%
-333.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.2% |
| 30D | -7.7% | -1.1% | -6.7% | -7.6% |
| 3M | -4.9% | +41.0% | -46.0% | -8.6% |
| 6M | +9.7% | +105.7% | -96.0% | +0.4% |
| YTD | +46.7% | +155.3% | -108.6% | +29.6% |
| 1Y | +58.7% | +402.7% | -344.0% | +28.1% |
| All | +202.9% | +536.1% | -333.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling