+1,865.8%
PWR vs FIVE
+596.6%
+1,269.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.7% | +7.9% |
| 7D | -4.8% | +6.2% | -11.0% | -6.4% |
| 30D | -16.2% | +18.2% | -34.4% | -19.9% |
| 3M | -11.9% | +3.8% | -15.8% | -13.4% |
| 6M | -20.6% | +13.7% | -34.3% | -24.5% |
| YTD | +40.3% | +34.7% | +5.5% | +27.2% |
| 1Y | +33.0% | +66.6% | -33.6% | +13.8% |
| 3Y | +250.0% | +44.3% | +205.7% | +191.4% |
| 5Y | +404.2% | +18.8% | +385.4% | +327.9% |
| 10Y | +1,865.8% | +569.2% | +1,296.6% | +980.7% |
| All | +1,865.8% | +596.6% | +1,269.3% | +980.7% |
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