+222.2%
PWR vs FIVE
+34.8%
+187.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.3% |
| 7D | -12.9% | -0.3% | -12.6% | -12.9% |
| 30D | -22.8% | +17.7% | -40.5% | -25.1% |
| 3M | -19.0% | +4.0% | -23.0% | -19.9% |
| 6M | -31.1% | +2.6% | -33.7% | -32.0% |
| YTD | +28.3% | +27.6% | +0.7% | +21.2% |
| 1Y | +22.2% | +59.9% | -37.7% | +10.7% |
| 3Y | +222.2% | +35.8% | +186.4% | +170.0% |
| All | +222.2% | +34.8% | +187.3% | +170.0% |
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