+2,425.3%
PWR vs FIVE
+486.0%
+1,939.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | -5.1% | +5.0% | -10.1% | -6.7% |
| 3M | -9.4% | +29.5% | -38.9% | -16.0% |
| 6M | +10.4% | +12.4% | -2.0% | +5.5% |
| YTD | +48.6% | +31.2% | +17.4% | +36.1% |
| 1Y | +68.0% | +72.9% | -4.8% | +42.5% |
| 3Y | +204.7% | +53.0% | +151.7% | +149.3% |
| 5Y | +451.9% | +34.2% | +417.8% | +351.9% |
| 10Y | +2,425.3% | +497.6% | +1,927.7% | +1,249.1% |
| All | +2,425.3% | +486.0% | +1,939.3% | +1,249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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