+140.4%
EFA vs PWR
+2,415.0%
-2,274.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -2.2% | -7.7% | +5.5% | -0.3% |
| 3M | +5.7% | -4.9% | +10.6% | +6.2% |
| 6M | +8.2% | +9.7% | -1.6% | +3.7% |
| YTD | +11.8% | +46.7% | -34.9% | -1.7% |
| 1Y | +18.3% | +58.7% | -40.4% | +1.1% |
| 3Y | +64.9% | +200.7% | -135.8% | +11.7% |
| 5Y | +52.4% | +438.6% | -386.2% | -16.9% |
| All | +140.4% | +2,415.0% | -2,274.6% | -28.3% |
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