+2,348.3%
PWR vs FN
+899.8%
+1,448.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.3% |
| 7D | +3.6% | -1.7% | +5.3% | +4.1% |
| 30D | -8.6% | -22.0% | +13.4% | -2.1% |
| 3M | -13.2% | -43.0% | +29.8% | +1.4% |
| 6M | +9.9% | -27.7% | +37.6% | +17.3% |
| YTD | +48.0% | -10.5% | +58.6% | +46.2% |
| 1Y | +66.2% | +12.5% | +53.7% | +52.2% |
| 3Y | +195.1% | +153.8% | +41.3% | +99.9% |
| 5Y | +442.6% | +288.0% | +154.6% | +209.1% |
| All | +2,348.3% | +899.8% | +1,448.5% | +958.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling