+8,390.6%
PWR vs FDS
+5,584.9%
+2,805.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +2.1% |
| 7D | +3.6% | -1.9% | +5.5% | +4.3% |
| 30D | -8.6% | +9.0% | -17.6% | -12.2% |
| 3M | -13.2% | +18.9% | -32.0% | -21.7% |
| 6M | +9.9% | +35.1% | -25.2% | -8.8% |
| YTD | +48.0% | +5.5% | +42.5% | +34.5% |
| 1Y | +66.2% | -16.8% | +83.0% | +65.1% |
| 3Y | +195.1% | -28.1% | +223.2% | +207.8% |
| 5Y | +442.6% | -17.4% | +460.0% | +426.4% |
| 10Y | +2,334.2% | +85.4% | +2,248.8% | +1,464.3% |
| All | +8,390.6% | +5,584.9% | +2,805.7% | +1,571.8% |
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