+200.1%
PWR vs FIVE
+50.0%
+150.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.3% |
| 7D | +3.6% | +4.3% | -0.7% | +2.8% |
| 30D | -8.6% | +12.5% | -21.1% | -10.9% |
| 3M | -13.2% | +31.2% | -44.4% | -18.0% |
| 6M | +9.9% | +14.4% | -4.5% | +6.1% |
| YTD | +48.0% | +33.9% | +14.1% | +38.6% |
| 1Y | +66.2% | +65.1% | +1.1% | +49.1% |
| All | +200.1% | +50.0% | +150.1% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling