+1,488.3%
PWR vs RVMD
+634.9%
+853.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | -4.9% | +1.1% | -5.9% | -5.0% |
| 3M | -7.9% | +39.6% | -47.5% | -12.1% |
| 6M | +18.3% | +110.7% | -92.3% | +5.3% |
| YTD | +51.5% | +160.3% | -108.8% | +29.4% |
| 1Y | +70.3% | +404.9% | -334.6% | +31.3% |
| 3Y | +210.6% | +545.5% | -334.9% | +122.5% |
| 5Y | +456.7% | +584.7% | -128.0% | +269.3% |
| All | +1,488.3% | +634.9% | +853.4% | +837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling