+1,826.8%
PWR vs FN
+753.0%
+1,073.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.7% | -5.4% | +2.5% |
| 7D | -12.9% | 0.0% | -12.8% | -12.8% |
| 30D | -22.8% | -34.3% | +11.5% | -12.1% |
| 3M | -19.0% | -39.9% | +20.9% | -6.2% |
| 6M | -31.1% | -51.8% | +20.7% | -15.9% |
| YTD | +28.2% | -28.1% | +56.4% | +35.2% |
| 1Y | +22.2% | -29.1% | +51.3% | +28.9% |
| 3Y | +222.1% | +102.4% | +119.7% | +133.8% |
| 5Y | +364.1% | +171.7% | +192.4% | +195.3% |
| All | +1,826.8% | +753.0% | +1,073.7% | +801.9% |
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