+438.6%
PWR vs EFV
+94.1%
+344.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | -0.2% | -2.0% | +1.8% | +1.7% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | -4.9% | +9.1% | -14.1% | -12.1% |
| 6M | +9.7% | +11.7% | -2.0% | -0.5% |
| YTD | +46.7% | +17.0% | +29.6% | +27.4% |
| 1Y | +58.7% | +26.7% | +32.0% | +28.5% |
| 3Y | +200.7% | +90.2% | +110.6% | +68.8% |
| 5Y | +438.6% | +96.1% | +342.5% | +182.0% |
| All | +438.6% | +94.1% | +344.5% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling