+366.9%
RCL vs PWR
+1,806.4%
-1,439.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.7% |
| 7D | +8.5% | -11.2% | +19.8% | +14.6% |
| 30D | +20.4% | -17.4% | +37.8% | +32.0% |
| 3M | +11.0% | -11.7% | +22.7% | +15.5% |
| 6M | +24.9% | -21.7% | +46.6% | +36.6% |
| YTD | +23.9% | +38.3% | -14.4% | -11.6% |
| 1Y | +30.8% | +29.6% | +1.2% | -2.9% |
| 3Y | +270.4% | +236.1% | +34.3% | +20.3% |
| 5Y | +296.1% | +406.3% | -110.2% | -13.1% |
| All | +366.9% | +1,806.4% | -1,439.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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