+614.8%
FLEX vs PWR
+1,844.4%
-1,229.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | +7.5% | +11.3% | -3.8% | 0.0% |
| 30D | -25.3% | -8.9% | -16.4% | -19.5% |
| 3M | -39.7% | -10.5% | -29.2% | -33.8% |
| 6M | -47.9% | -22.2% | -25.7% | -36.9% |
| YTD | +24.1% | +42.7% | -18.6% | +1.3% |
| 1Y | +26.0% | +41.1% | -15.2% | +3.5% |
| 3Y | +282.7% | +242.7% | +39.9% | +75.8% |
| 5Y | +424.2% | +418.5% | +5.7% | +75.2% |
| All | +614.8% | +1,844.4% | -1,229.7% | -6.1% |
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 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