+1,796.7%
PWR vs FFIV
+126.0%
+1,670.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -11.2% | -4.2% | -7.1% | -9.4% |
| 30D | -17.4% | -33.9% | +16.5% | -3.6% |
| 3M | -11.7% | -22.6% | +10.9% | -4.2% |
| 6M | -21.7% | -10.4% | -11.3% | -20.7% |
| YTD | +38.3% | +24.3% | +14.0% | +18.7% |
| 1Y | +29.6% | +31.8% | -2.2% | +8.1% |
| 3Y | +236.1% | +99.5% | +136.6% | +126.7% |
| 5Y | +406.3% | +40.7% | +365.6% | +292.9% |
| 10Y | +1,796.7% | +126.9% | +1,669.8% | +998.7% |
| All | +1,796.7% | +126.0% | +1,670.7% | +998.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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