+2,425.3%
PWR vs FITB
+282.4%
+2,143.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +2.7% | -0.4% | +3.0% | +2.8% |
| 30D | -5.1% | -5.1% | 0.0% | -3.0% |
| 3M | -9.4% | +3.5% | -12.9% | -11.0% |
| 6M | +10.4% | +17.2% | -6.8% | +2.5% |
| YTD | +48.6% | +17.6% | +31.0% | +36.9% |
| 1Y | +68.0% | +23.4% | +44.7% | +51.0% |
| 3Y | +204.7% | +129.7% | +75.0% | +101.2% |
| 5Y | +451.9% | +68.4% | +383.5% | +302.1% |
| 10Y | +2,425.3% | +285.6% | +2,139.7% | +1,020.7% |
| All | +2,425.3% | +282.4% | +2,143.0% | +1,020.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling