+242.7%
PWR vs FITB
+144.0%
+98.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +11.3% | +2.8% | +8.5% | +10.4% |
| 30D | -8.9% | +9.8% | -18.7% | -11.6% |
| 3M | -10.5% | -5.2% | -5.3% | -9.0% |
| 6M | -22.2% | +17.3% | -39.5% | -26.6% |
| YTD | +42.7% | +19.3% | +23.5% | +33.0% |
| 1Y | +41.1% | +32.7% | +8.4% | +26.4% |
| 3Y | +242.7% | +141.6% | +101.2% | +148.4% |
| All | +242.7% | +144.0% | +98.7% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling