+8,425.6%
PWR vs IFF
+279.7%
+8,145.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.2% |
| 7D | +2.7% | -3.0% | +5.7% | +4.1% |
| 30D | -5.1% | -0.9% | -4.2% | -5.0% |
| 3M | -9.4% | +11.8% | -21.2% | -15.2% |
| 6M | +10.4% | +16.5% | -6.1% | -0.2% |
| YTD | +48.6% | +26.5% | +22.1% | +28.2% |
| 1Y | +68.0% | +32.7% | +35.3% | +40.7% |
| 3Y | +204.7% | +32.0% | +172.7% | +147.4% |
| 5Y | +451.9% | -36.1% | +488.0% | +513.9% |
| 10Y | +2,425.3% | -20.1% | +2,445.4% | +2,230.5% |
| All | +8,425.6% | +279.7% | +8,145.9% | +3,329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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