+1,831.6%
PWR vs FDS
+127.7%
+1,703.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +11.3% | +1.5% | +9.8% | +10.9% |
| 30D | -8.9% | +14.8% | -23.7% | -12.3% |
| 3M | -10.5% | +16.3% | -26.8% | -14.7% |
| 6M | -22.2% | +66.2% | -88.4% | -35.6% |
| YTD | +42.7% | +16.2% | +26.5% | +32.3% |
| 1Y | +41.1% | +21.8% | +19.3% | +27.3% |
| 3Y | +242.7% | -23.9% | +266.6% | +273.8% |
| 5Y | +418.5% | -23.1% | +441.6% | +455.6% |
| All | +1,831.6% | +127.7% | +1,703.9% | +1,151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling