+6,285.6%
FIX vs PWR
+6,979.4%
-693.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -12.3% | +0.7% | -7.3% |
| 7D | -27.2% | -19.9% | -7.4% | -21.0% |
| 30D | -46.9% | -29.3% | -17.7% | -39.7% |
| 3M | -44.4% | -25.5% | -19.0% | -37.8% |
| 6M | -50.9% | -34.0% | -16.9% | -42.3% |
| YTD | +3.5% | +20.7% | -17.1% | +0.7% |
| 1Y | -2.1% | +12.3% | -14.4% | -2.3% |
| 3Y | +418.7% | +201.9% | +216.9% | +298.3% |
| 5Y | +894.6% | +336.8% | +557.8% | +583.6% |
| 10Y | +3,465.5% | +1,748.9% | +1,716.7% | +1,571.5% |
| All | +6,285.6% | +6,979.4% | -693.8% | +1,810.1% |
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 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