+32.4%
PWR vs FRMI
-93.1%
+125.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -10.6% | -1.1% | -10.3% |
| 7D | -4.4% | -39.7% | +35.4% | +1.7% |
| 30D | -15.1% | -55.2% | +40.1% | -6.7% |
| 3M | -16.2% | -71.2% | +54.9% | -3.7% |
| 6M | -23.3% | -64.1% | +40.8% | -16.2% |
| YTD | +37.6% | -77.2% | +114.9% | +55.6% |
| 1Y | +32.4% | -93.2% | +125.6% | +81.0% |
| All | +32.4% | -93.1% | +125.5% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling