+53.9%
F vs PWR
+443.9%
-389.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +5.3% | +3.6% | +1.7% | +4.2% |
| 30D | +4.6% | -8.6% | +13.2% | +7.4% |
| 3M | -3.7% | -13.2% | +9.5% | -0.2% |
| 6M | +16.8% | +9.9% | +6.9% | +9.9% |
| YTD | +15.3% | +48.0% | -32.7% | -3.8% |
| 1Y | +31.0% | +66.2% | -35.2% | +3.7% |
| 3Y | +45.4% | +195.1% | -149.7% | -18.5% |
| All | +53.9% | +443.9% | -389.9% | -42.2% |
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