+206.9%
PWR vs FLR
+56.0%
+150.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.5% |
| 7D | +2.7% | -3.1% | +5.8% | +4.0% |
| 30D | -5.1% | +4.9% | -10.1% | -7.1% |
| 3M | -9.4% | +10.8% | -20.2% | -13.9% |
| 6M | +10.4% | +19.7% | -9.2% | +0.6% |
| YTD | +48.6% | +38.4% | +10.3% | +26.8% |
| 1Y | +68.0% | +34.7% | +33.3% | +44.7% |
| All | +206.9% | +56.0% | +150.9% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling