+446.0%
PWR vs FN
+289.0%
+157.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.3% |
| 7D | +3.6% | -1.7% | +5.3% | +4.1% |
| 30D | -8.6% | -22.0% | +13.4% | -2.1% |
| 3M | -13.2% | -43.0% | +29.8% | +1.4% |
| 6M | +9.9% | -27.7% | +37.6% | +17.3% |
| YTD | +48.0% | -10.5% | +58.6% | +46.0% |
| 1Y | +66.2% | +12.5% | +53.7% | +52.1% |
| 3Y | +195.1% | +153.8% | +41.3% | +102.5% |
| All | +446.0% | +289.0% | +157.0% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling