+411.1%
PWR vs FIVE
+16.7%
+394.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +11.3% | +2.7% | +8.6% | +10.7% |
| 30D | -8.9% | +12.7% | -21.5% | -11.5% |
| 3M | -10.5% | +2.1% | -12.6% | -11.4% |
| 6M | -22.2% | +17.5% | -39.6% | -26.1% |
| YTD | +42.7% | +31.0% | +11.8% | +31.5% |
| 1Y | +41.1% | +67.7% | -26.6% | +22.1% |
| 3Y | +242.7% | +43.4% | +199.4% | +193.7% |
| All | +411.1% | +16.7% | +394.4% | +370.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling