+2,565.2%
PWR vs FTV
+127.6%
+2,437.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +11.3% | +3.9% | +7.4% | +8.8% |
| 30D | -8.9% | +18.7% | -27.5% | -17.9% |
| 3M | -10.5% | +10.0% | -20.5% | -15.8% |
| 6M | -22.2% | +14.6% | -36.7% | -29.1% |
| YTD | +42.7% | +23.4% | +19.3% | +20.6% |
| 1Y | +41.1% | +31.3% | +9.8% | +14.0% |
| 3Y | +242.7% | +39.8% | +202.9% | +160.3% |
| 5Y | +418.5% | +17.7% | +400.8% | +337.8% |
| 10Y | +1,855.0% | +110.2% | +1,744.7% | +1,009.9% |
| All | +2,565.2% | +127.6% | +2,437.6% | +1,382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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