+236.1%
PWR vs TFC
+95.4%
+140.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -11.2% | +1.7% | -13.0% | -11.7% |
| 30D | -17.4% | +9.0% | -26.4% | -19.6% |
| 3M | -11.7% | -2.1% | -9.6% | -11.3% |
| 6M | -21.7% | +3.4% | -25.1% | -23.2% |
| YTD | +38.3% | +5.3% | +33.0% | +34.2% |
| 1Y | +29.6% | +16.2% | +13.4% | +21.2% |
| 3Y | +236.1% | +94.8% | +141.3% | +157.9% |
| All | +236.1% | +95.4% | +140.7% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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