+250.0%
PWR vs FFIV
+103.5%
+146.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.1% | +8.7% |
| 7D | -4.8% | -2.1% | -2.7% | -3.9% |
| 30D | -16.2% | -33.8% | +17.6% | -6.4% |
| 3M | -11.9% | -20.6% | +8.7% | -8.0% |
| 6M | -20.6% | -10.2% | -10.3% | -20.7% |
| YTD | +40.3% | +24.5% | +15.8% | +20.9% |
| 1Y | +33.0% | +29.3% | +3.7% | +12.4% |
| 3Y | +250.0% | +103.8% | +146.2% | +140.7% |
| All | +250.0% | +103.5% | +146.5% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling