+2,274.9%
PWR vs FN
+2,575.5%
-300.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -14.2% | +1.9% | -8.5% |
| 7D | -19.9% | -16.0% | -3.9% | -16.0% |
| 30D | -29.3% | -40.1% | +10.9% | -19.2% |
| 3M | -25.5% | -43.9% | +18.4% | -14.2% |
| 6M | -34.0% | -55.6% | +21.6% | -20.3% |
| YTD | +20.7% | -35.7% | +56.3% | +30.7% |
| 1Y | +12.3% | -39.8% | +52.2% | +23.3% |
| 3Y | +201.9% | +80.3% | +121.6% | +144.4% |
| 5Y | +336.8% | +143.3% | +193.5% | +220.7% |
| 10Y | +1,748.9% | +682.3% | +1,066.6% | +928.0% |
| All | +2,274.9% | +2,575.5% | -300.6% | +1,058.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling