+35.5%
PWR vs FN
-19.6%
+55.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.9% | -1.6% | +1.9% |
| 7D | +4.7% | +8.0% | -3.3% | +1.6% |
| 30D | -12.5% | -19.1% | +6.6% | -6.3% |
| 3M | -9.3% | -29.8% | +20.5% | +0.6% |
| 6M | -22.2% | -43.2% | +21.0% | -9.4% |
| YTD | +44.2% | -18.9% | +63.1% | +41.2% |
| 1Y | +35.5% | -17.9% | +53.4% | +31.8% |
| All | +35.5% | -19.6% | +55.1% | +31.8% |
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