+222.1%
PWR vs FN
+101.0%
+121.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.7% | -5.4% | +2.1% |
| 7D | -12.9% | 0.0% | -12.8% | -12.8% |
| 30D | -22.8% | -34.3% | +11.5% | -11.2% |
| 3M | -19.0% | -39.9% | +20.9% | -5.2% |
| 6M | -31.1% | -51.8% | +20.7% | -14.8% |
| YTD | +28.2% | -28.1% | +56.4% | +35.0% |
| 1Y | +22.2% | -29.1% | +51.3% | +28.6% |
| 3Y | +222.1% | +102.4% | +119.7% | +138.5% |
| All | +222.1% | +101.0% | +121.1% | +138.5% |
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