+2,521.4%
PWR vs EFV
+169.9%
+2,351.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.0% |
| 7D | +4.2% | -0.8% | +5.0% | +5.1% |
| 30D | -4.0% | +0.6% | -4.7% | -4.7% |
| 3M | -4.8% | +7.5% | -12.3% | -11.4% |
| 6M | +14.6% | +13.0% | +1.6% | +1.6% |
| YTD | +54.2% | +18.3% | +35.9% | +30.2% |
| 1Y | +67.1% | +26.7% | +40.4% | +31.7% |
| 3Y | +218.5% | +89.6% | +128.9% | +65.6% |
| 5Y | +466.3% | +98.2% | +368.1% | +178.4% |
| All | +2,521.4% | +169.9% | +2,351.5% | +850.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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