+451.9%
PWR vs TFC
+14.8%
+437.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +2.7% | -1.3% | +4.0% | +3.1% |
| 30D | -5.1% | -2.3% | -2.8% | -4.4% |
| 3M | -9.4% | +2.5% | -11.8% | -10.6% |
| 6M | +10.4% | +9.5% | +0.9% | +6.4% |
| YTD | +48.6% | +5.1% | +43.6% | +44.7% |
| 1Y | +68.0% | +15.5% | +52.5% | +57.8% |
| 3Y | +204.7% | +95.2% | +109.6% | +133.0% |
| 5Y | +451.9% | +14.5% | +437.5% | +416.6% |
| All | +451.9% | +14.8% | +437.2% | +416.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling