+505.0%
PWR vs FGI
-70.0%
+575.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -11.2% | -4.1% | -7.1% | -11.2% |
| 30D | -17.4% | -3.4% | -14.0% | -17.4% |
| 3M | -11.7% | +61.8% | -73.5% | -12.5% |
| 6M | -21.7% | +17.0% | -38.7% | -22.2% |
| YTD | +38.3% | +31.4% | +6.9% | +36.2% |
| 1Y | +29.6% | +42.7% | -13.1% | +27.6% |
| 3Y | +236.1% | -0.1% | +236.3% | +230.6% |
| All | +505.0% | -70.0% | +575.0% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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