+66.2%
PWR vs FLR
+31.2%
+35.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.8% |
| 7D | +3.6% | +5.4% | -1.8% | +1.0% |
| 30D | -8.6% | +11.4% | -20.0% | -14.0% |
| 3M | -13.2% | +11.4% | -24.6% | -18.3% |
| 6M | +9.9% | +16.6% | -6.7% | +0.2% |
| YTD | +48.0% | +41.7% | +6.3% | +21.0% |
| 1Y | +66.2% | +35.4% | +30.7% | +39.7% |
| All | +66.2% | +31.2% | +35.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling