+2,393.1%
PWR vs FTI
+301.2%
+2,091.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | -0.2% | -5.6% | +5.4% | +1.4% |
| 30D | -7.7% | +0.4% | -8.1% | -7.8% |
| 3M | -4.9% | +8.1% | -13.0% | -7.4% |
| 6M | +9.7% | +16.7% | -7.0% | +4.0% |
| YTD | +46.7% | +70.0% | -23.3% | +24.5% |
| 1Y | +58.7% | +85.4% | -26.7% | +30.8% |
| 3Y | +200.7% | +265.9% | -65.2% | +99.0% |
| 5Y | +438.6% | +1,072.7% | -634.2% | +143.0% |
| All | +2,393.1% | +301.2% | +2,091.9% | +1,229.6% |
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