+44.5%
F vs PWR
+202.1%
-157.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.2% | +0.7% |
| 7D | +1.4% | -19.9% | +21.2% | +4.4% |
| 30D | +2.0% | -29.3% | +31.3% | +7.1% |
| 3M | -10.4% | -25.5% | +15.1% | -6.9% |
| 6M | +9.7% | -34.0% | +43.7% | +16.8% |
| YTD | -1.2% | +20.7% | -21.9% | -8.5% |
| 1Y | 0.0% | +12.3% | -12.3% | -6.0% |
| All | +44.5% | +202.1% | -157.6% | -11.3% |
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 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