+51.5%
EFA vs PWR
+400.1%
-348.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +1.2% | -11.2% | +12.5% | +3.2% |
| 30D | +0.9% | -17.4% | +18.3% | +4.2% |
| 3M | -3.4% | -11.7% | +8.4% | -1.9% |
| 6M | +2.0% | -21.7% | +23.7% | +5.6% |
| YTD | +10.4% | +38.3% | -27.9% | -0.1% |
| 1Y | +13.3% | +29.6% | -16.3% | +3.9% |
| 3Y | +65.9% | +236.1% | -170.2% | +15.4% |
| 5Y | +51.5% | +406.3% | -354.9% | -7.1% |
| All | +51.5% | +400.1% | -348.7% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling