-84.0%
FIG vs PWR
+25.5%
-109.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -12.3% | -4.4% | -17.5% |
| 7D | -17.4% | -19.9% | +2.5% | -19.2% |
| 30D | -15.9% | -29.3% | +13.3% | -18.3% |
| 3M | -34.5% | -25.5% | -9.0% | -36.1% |
| 6M | -5.0% | -34.0% | +29.0% | -5.3% |
| YTD | -50.7% | +20.7% | -71.3% | -61.7% |
| 1Y | -58.1% | +12.3% | -70.4% | -65.7% |
| All | -84.0% | +25.5% | -109.5% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling