+1,831.6%
PWR vs USFR
+28.6%
+1,803.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | +0.1% | +11.2% | +11.2% |
| 30D | -8.9% | +0.4% | -9.2% | -9.2% |
| 3M | -10.5% | +1.1% | -11.6% | -11.4% |
| 6M | -22.2% | +2.0% | -24.2% | -23.7% |
| YTD | +42.7% | +3.5% | +39.3% | +37.9% |
| 1Y | +41.1% | +4.1% | +37.0% | +35.4% |
| 3Y | +242.7% | +14.4% | +228.4% | +197.4% |
| 5Y | +418.5% | +21.4% | +397.1% | +320.2% |
| All | +1,831.6% | +28.6% | +1,803.1% | +1,368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling