+242.7%
PWR vs FN
+96.4%
+146.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +2.0% |
| 7D | +11.3% | +0.3% | +11.0% | +11.0% |
| 30D | -8.9% | -16.5% | +7.7% | -3.3% |
| 3M | -10.5% | -42.1% | +31.6% | +6.3% |
| 6M | -22.2% | -52.9% | +30.7% | -2.9% |
| YTD | +42.7% | -28.0% | +70.7% | +49.9% |
| 1Y | +41.1% | -18.5% | +59.6% | +41.7% |
| 3Y | +242.7% | +93.9% | +148.9% | +140.1% |
| All | +242.7% | +96.4% | +146.4% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling