+456.7%
PWR vs FDS
-20.4%
+477.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +2.6% |
| 7D | +4.5% | -5.4% | +9.9% | +4.8% |
| 30D | -4.9% | +1.6% | -6.5% | -5.1% |
| 3M | -7.9% | +17.7% | -25.6% | -9.8% |
| 6M | +18.3% | +29.1% | -10.7% | +12.6% |
| YTD | +51.5% | +1.0% | +50.5% | +54.6% |
| 1Y | +70.3% | -21.6% | +91.9% | +91.2% |
| 3Y | +210.6% | -30.1% | +240.7% | +257.5% |
| 5Y | +456.7% | -20.7% | +477.4% | +548.1% |
| All | +456.7% | -20.4% | +477.1% | +548.1% |
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