+547.7%
PWR vs FGI
-70.4%
+618.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.7% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | -8.6% | +65.4% | -74.0% | -9.3% |
| 3M | -13.2% | +23.5% | -36.7% | -13.7% |
| 6M | +9.9% | +60.5% | -50.6% | +8.1% |
| YTD | +48.0% | +30.0% | +18.0% | +45.9% |
| 1Y | +66.2% | +82.1% | -15.9% | +62.4% |
| 3Y | +195.1% | -4.4% | +199.5% | +190.8% |
| All | +547.7% | -70.4% | +618.1% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling