+404.2%
PWR vs FDS
-23.2%
+427.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.7% | +9.4% |
| 7D | -4.8% | -5.0% | +0.2% | -4.7% |
| 30D | -16.2% | +13.8% | -30.0% | -16.7% |
| 3M | -11.9% | +14.8% | -26.8% | -12.6% |
| 6M | -20.6% | +47.4% | -68.0% | -24.5% |
| YTD | +40.3% | +14.2% | +26.1% | +42.5% |
| 1Y | +33.0% | +26.6% | +6.4% | +29.1% |
| 3Y | +250.0% | -24.4% | +274.4% | +312.3% |
| 5Y | +404.2% | -22.6% | +426.8% | +487.7% |
| All | +404.2% | -23.2% | +427.3% | +487.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling