+68.0%
PWR vs FFIV
+26.5%
+41.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.4% |
| 7D | +2.7% | +3.5% | -0.8% | +2.1% |
| 30D | -5.1% | -1.3% | -3.8% | -5.0% |
| 3M | -9.4% | +2.4% | -11.8% | -9.5% |
| 6M | +10.4% | +41.8% | -31.4% | +6.2% |
| YTD | +48.6% | +58.5% | -9.9% | +39.7% |
| 1Y | +68.0% | +24.3% | +43.7% | +67.0% |
| All | +68.0% | +26.5% | +41.5% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling