+8,087.4%
PWR vs FITB
+242.2%
+7,845.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +11.3% | +2.8% | +8.5% | +10.5% |
| 30D | -8.9% | +9.8% | -18.7% | -11.3% |
| 3M | -10.5% | -5.2% | -5.3% | -9.2% |
| 6M | -22.2% | +17.3% | -39.5% | -26.0% |
| YTD | +42.7% | +19.3% | +23.5% | +34.7% |
| 1Y | +41.1% | +32.7% | +8.4% | +29.0% |
| 3Y | +242.7% | +141.6% | +101.2% | +160.2% |
| 5Y | +418.5% | +48.9% | +369.7% | +342.4% |
| 10Y | +1,855.0% | +216.5% | +1,638.5% | +1,200.5% |
| All | +8,087.4% | +242.2% | +7,845.3% | +4,934.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling