+61.0%
RSP vs PWR
+221.0%
-160.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.6% | -1.2% |
| 7D | -1.0% | -12.9% | +11.8% | +0.5% |
| 30D | +2.6% | -22.8% | +25.4% | +6.0% |
| 3M | -0.8% | -19.0% | +18.2% | +1.5% |
| 6M | +6.3% | -31.1% | +37.4% | +11.5% |
| YTD | +14.1% | +28.2% | -14.1% | +5.6% |
| 1Y | +18.0% | +22.2% | -4.2% | +10.1% |
| 3Y | +61.0% | +222.1% | -161.1% | +14.7% |
| All | +61.0% | +221.0% | -160.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling