+456.7%
PWR vs FITB
+71.1%
+385.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | +4.5% | +2.8% | +1.7% | +3.5% |
| 30D | -4.9% | -4.5% | -0.4% | -3.4% |
| 3M | -7.9% | +5.7% | -13.5% | -9.9% |
| 6M | +18.3% | +17.1% | +1.2% | +11.5% |
| YTD | +51.5% | +18.3% | +33.2% | +41.5% |
| 1Y | +70.3% | +23.9% | +46.4% | +56.1% |
| 3Y | +210.6% | +131.1% | +79.5% | +122.6% |
| 5Y | +456.7% | +71.1% | +385.6% | +331.5% |
| All | +456.7% | +71.1% | +385.5% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling