+203.2%
PWR vs FN
+80.0%
+123.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -14.2% | +1.9% | -7.2% |
| 7D | -19.9% | -16.0% | -3.9% | -14.7% |
| 30D | -29.3% | -40.1% | +10.9% | -15.8% |
| 3M | -25.5% | -43.9% | +18.4% | -10.5% |
| 6M | -34.0% | -55.6% | +21.6% | -15.9% |
| YTD | +20.7% | -35.7% | +56.3% | +32.3% |
| 1Y | +12.3% | -39.8% | +52.2% | +25.3% |
| All | +203.2% | +80.0% | +123.1% | +133.7% |
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