+47.2%
PWR vs FRMI
-78.6%
+125.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.0% |
| 7D | -0.2% | +10.9% | -11.1% | -1.3% |
| 30D | -7.7% | -24.3% | +16.6% | -5.3% |
| 3M | -4.9% | -21.8% | +16.8% | -4.0% |
| 6M | +9.7% | -33.0% | +42.8% | +11.1% |
| YTD | +46.7% | -32.6% | +79.3% | +46.7% |
| All | +47.2% | -78.6% | +125.7% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling