-79.1%
FIG vs PWR
+53.9%
-133.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.3% |
| 7D | -16.3% | +3.6% | -19.9% | -16.0% |
| 30D | -14.3% | -8.6% | -5.7% | -15.1% |
| 3M | +7.2% | -13.2% | +20.3% | +7.6% |
| 6M | -18.6% | +9.9% | -28.5% | -25.2% |
| YTD | -35.5% | +48.0% | -83.5% | -49.1% |
| 1Y | -55.8% | +66.2% | -122.0% | -67.7% |
| All | -79.1% | +53.9% | -133.0% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling