+1,906.7%
PWR vs USFR
+28.6%
+1,878.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | -8.9% | +0.4% | -9.2% | -9.0% |
| 3M | -10.5% | +1.1% | -11.6% | -11.0% |
| 6M | -22.2% | +2.0% | -24.2% | -22.9% |
| YTD | +42.7% | +3.5% | +39.3% | +40.3% |
| 1Y | +41.1% | +4.1% | +37.0% | +38.3% |
| 3Y | +242.7% | +14.4% | +228.4% | +220.4% |
| 5Y | +418.5% | +21.4% | +397.1% | +370.4% |
| 10Y | +1,855.0% | +28.6% | +1,826.4% | +1,632.5% |
| All | +1,906.7% | +28.6% | +1,878.1% | +1,651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling