+1,831.6%
PWR vs FTI
+189.4%
+1,642.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.3% |
| 7D | +11.3% | +4.3% | +7.0% | +9.9% |
| 30D | -8.9% | -4.7% | -4.2% | -7.5% |
| 3M | -10.5% | -13.5% | +3.0% | -6.6% |
| 6M | -22.2% | -8.7% | -13.5% | -20.5% |
| YTD | +42.7% | +49.0% | -6.3% | +26.0% |
| 1Y | +41.1% | +54.0% | -12.9% | +23.2% |
| 3Y | +242.7% | +211.6% | +31.1% | +138.5% |
| 5Y | +418.5% | +881.9% | -463.3% | +148.5% |
| All | +1,831.6% | +189.4% | +1,642.2% | +1,045.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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