+8,168.1%
PWR vs FDS
+6,204.6%
+1,963.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.5% | +3.2% |
| 7D | +4.7% | -2.1% | +6.9% | +5.6% |
| 30D | -12.5% | +16.0% | -28.5% | -18.4% |
| 3M | -9.3% | +18.8% | -28.1% | -17.3% |
| 6M | -22.2% | +54.1% | -76.3% | -39.0% |
| YTD | +44.2% | +17.0% | +27.2% | +23.4% |
| 1Y | +35.5% | +25.5% | +10.0% | +11.7% |
| 3Y | +250.4% | -23.3% | +273.7% | +250.8% |
| 5Y | +425.6% | -22.6% | +448.2% | +419.9% |
| 10Y | +1,874.2% | +130.2% | +1,744.0% | +1,038.0% |
| All | +8,168.1% | +6,204.6% | +1,963.4% | +1,434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling