+3,644.4%
FIX vs PWR
+1,818.7%
+1,825.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.5% |
| 7D | -13.9% | -11.2% | -2.7% | -4.6% |
| 30D | -35.5% | -17.4% | -18.1% | -24.0% |
| 3M | -33.9% | -11.7% | -22.2% | -25.8% |
| 6M | -43.3% | -21.7% | -21.6% | -29.5% |
| YTD | +18.7% | +38.3% | -19.6% | -5.0% |
| 1Y | +13.8% | +29.6% | -15.8% | -3.8% |
| 3Y | +495.0% | +236.1% | +258.8% | +170.3% |
| 5Y | +1,049.0% | +406.3% | +642.7% | +281.9% |
| 10Y | +3,644.4% | +1,796.7% | +1,847.7% | +404.7% |
| All | +3,644.4% | +1,818.7% | +1,825.7% | +404.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling