+376.6%
EFA vs PWR
+3,084.9%
-2,708.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | +11.3% | -9.1% | -0.2% |
| 30D | +1.4% | -8.9% | +10.2% | +2.7% |
| 3M | -4.2% | -10.5% | +6.3% | -2.9% |
| 6M | +1.9% | -22.2% | +24.1% | +5.8% |
| YTD | +10.2% | +42.7% | -32.6% | -0.5% |
| 1Y | +12.8% | +41.1% | -28.3% | +1.9% |
| 3Y | +65.2% | +242.7% | -177.5% | +19.8% |
| 5Y | +49.8% | +418.5% | -368.7% | -2.5% |
| 10Y | +145.2% | +1,855.0% | -1,709.8% | +16.1% |
| All | +376.6% | +3,084.9% | -2,708.3% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling