+404.2%
PWR vs FICO
+81.4%
+322.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.6% | +9.1% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -16.2% | +8.4% | -24.6% | -17.2% |
| 3M | -11.9% | -30.5% | +18.6% | -9.7% |
| 6M | -20.6% | -35.7% | +15.1% | -19.7% |
| YTD | +40.3% | -57.2% | +97.4% | +53.8% |
| 1Y | +33.0% | -58.4% | +91.4% | +46.8% |
| 3Y | +250.0% | -24.8% | +274.8% | +212.0% |
| 5Y | +404.2% | +79.3% | +324.9% | +237.1% |
| All | +404.2% | +81.4% | +322.7% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 5y: compounded portfolio wealth divided by compounded FICO 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…
5y analysis · Full analysis span regression · 6 months rolling