+438.6%
PWR vs EFX
-37.1%
+475.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -11.1% | +10.9% | +2.9% |
| 30D | -7.7% | -7.4% | -0.3% | -6.2% |
| 3M | -4.9% | +1.5% | -6.4% | -7.5% |
| 6M | +9.7% | -13.7% | +23.4% | +12.2% |
| YTD | +46.7% | -21.9% | +68.5% | +54.2% |
| 1Y | +58.7% | -30.8% | +89.5% | +74.6% |
| 3Y | +200.7% | -12.4% | +213.1% | +181.1% |
| 5Y | +438.6% | -35.9% | +474.5% | +487.1% |
| All | +438.6% | -37.1% | +475.7% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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