-80.3%
FIG vs PWR
+57.5%
-137.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -5.4% |
| 7D | -16.4% | +4.5% | -20.9% | -16.0% |
| 30D | -2.3% | -4.9% | +2.6% | -2.8% |
| 3M | +7.8% | -7.9% | +15.7% | +8.0% |
| 6M | -21.8% | +18.3% | -40.2% | -29.3% |
| YTD | -39.1% | +51.5% | -90.6% | -51.9% |
| 1Y | -56.6% | +70.3% | -127.0% | -68.3% |
| All | -80.3% | +57.5% | -137.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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