+1,697.7%
PWR vs FE
+107.2%
+1,590.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -12.9% | 0.0% | -12.8% | -12.9% |
| 30D | -22.8% | +5.2% | -28.0% | -24.1% |
| 3M | -19.0% | 0.0% | -19.0% | -19.1% |
| 6M | -31.1% | +5.0% | -36.1% | -32.4% |
| YTD | +28.3% | +7.9% | +20.4% | +24.6% |
| 1Y | +22.2% | +6.3% | +15.9% | +19.2% |
| 3Y | +222.2% | +46.0% | +176.2% | +178.3% |
| 5Y | +364.2% | +45.6% | +318.5% | +299.3% |
| All | +1,697.7% | +107.2% | +1,590.6% | +1,395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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