+411.1%
PWR vs EFX
-30.1%
+441.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +11.3% | -0.8% | +12.1% | +11.5% |
| 30D | -8.9% | +25.1% | -34.0% | -14.4% |
| 3M | -10.5% | +1.7% | -12.2% | -11.7% |
| 6M | -22.2% | +18.4% | -40.5% | -28.2% |
| YTD | +42.7% | -12.5% | +55.3% | +44.9% |
| 1Y | +41.1% | -8.1% | +49.2% | +40.1% |
| 3Y | +242.7% | +4.8% | +238.0% | +198.3% |
| All | +411.1% | -30.1% | +441.2% | +470.8% |
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