+404.2%
PWR vs FLUT
-53.8%
+457.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.3% |
| 7D | -4.8% | -6.5% | +1.7% | -4.1% |
| 30D | -16.2% | +2.8% | -19.0% | -16.6% |
| 3M | -11.9% | -13.5% | +1.5% | -10.9% |
| 6M | -20.6% | -19.0% | -1.6% | -19.8% |
| YTD | +40.3% | -61.9% | +102.1% | +62.9% |
| 1Y | +33.0% | -63.2% | +96.3% | +55.4% |
| 3Y | +250.0% | -46.0% | +296.0% | +278.0% |
| 5Y | +404.2% | -51.8% | +455.9% | +405.1% |
| All | +404.2% | -53.8% | +457.9% | +405.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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