+65.9%
EFA vs PWR
+241.6%
-175.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +1.2% | -11.2% | +12.5% | +2.8% |
| 30D | +0.9% | -17.4% | +18.3% | +3.7% |
| 3M | -3.4% | -11.7% | +8.4% | -2.1% |
| 6M | +2.0% | -21.7% | +23.7% | +5.0% |
| YTD | +10.4% | +38.3% | -27.9% | +1.8% |
| 1Y | +13.3% | +29.6% | -16.3% | +5.5% |
| 3Y | +65.9% | +236.1% | -170.2% | +22.7% |
| All | +65.9% | +241.6% | -175.6% | +22.7% |
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