+146.1%
EFA vs PWR
+1,857.9%
-1,711.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.3% | +19.1% | -17.8% | -3.3% |
| 30D | +0.5% | -12.0% | +12.5% | +3.0% |
| 3M | -4.1% | -10.6% | +6.4% | -2.6% |
| 6M | +2.4% | -20.8% | +23.3% | +6.8% |
| YTD | +10.0% | +43.7% | -33.7% | -3.9% |
| 1Y | +11.4% | +35.0% | -23.6% | -1.2% |
| 3Y | +65.4% | +249.4% | -184.0% | +5.6% |
| 5Y | +49.6% | +422.1% | -372.5% | -18.7% |
| All | +146.1% | +1,857.9% | -1,711.7% | -20.7% |
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 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