+32.4%
PWR vs FDS
+31.1%
+1.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.9% | -14.5% | -10.5% |
| 7D | -4.4% | +9.4% | -13.8% | -0.8% |
| 30D | -15.1% | +23.8% | -38.9% | -7.6% |
| 3M | -16.2% | +25.1% | -41.4% | -7.7% |
| 6M | -23.3% | +53.8% | -77.1% | -8.3% |
| YTD | +37.6% | +19.6% | +18.1% | +54.7% |
| 1Y | +32.4% | +31.6% | +0.8% | +54.4% |
| All | +32.4% | +31.1% | +1.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling