+32.4%
PWR vs FN
-25.7%
+58.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -6.0% | -5.7% | -9.4% |
| 7D | -4.4% | -7.0% | +2.6% | -2.0% |
| 30D | -15.1% | -24.7% | +9.7% | -6.5% |
| 3M | -16.2% | -35.7% | +19.4% | -4.0% |
| 6M | -23.3% | -52.4% | +29.1% | -5.0% |
| YTD | +37.6% | -25.0% | +62.6% | +39.4% |
| 1Y | +32.4% | -25.7% | +58.1% | +34.2% |
| All | +32.4% | -25.7% | +58.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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