+66.2%
PWR vs FITB
+23.7%
+42.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | -8.6% | -4.7% | -3.8% | -7.4% |
| 3M | -13.2% | +6.7% | -19.8% | -15.0% |
| 6M | +9.9% | +12.6% | -2.7% | +5.9% |
| YTD | +48.0% | +19.1% | +28.9% | +39.3% |
| 1Y | +66.2% | +22.6% | +43.5% | +52.4% |
| All | +66.2% | +23.7% | +42.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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