+2,756.7%
PWR vs FFIV
+7,518.9%
-4,762.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +3.6% | -1.0% | +4.6% | +3.8% |
| 30D | -8.6% | -5.1% | -3.5% | -7.6% |
| 3M | -13.2% | -4.5% | -8.7% | -12.4% |
| 6M | +9.9% | +36.5% | -26.6% | +2.1% |
| YTD | +48.0% | +53.0% | -4.9% | +33.8% |
| 1Y | +66.2% | +24.2% | +42.0% | +56.6% |
| 3Y | +195.1% | +137.2% | +57.9% | +141.8% |
| 5Y | +442.6% | +91.8% | +350.8% | +361.5% |
| 10Y | +2,334.2% | +215.2% | +2,119.1% | +1,749.4% |
| All | +2,756.7% | +7,518.9% | -4,762.3% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling