+58.7%
PWR vs FTI
+89.8%
-31.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.8% |
| 7D | -0.2% | -5.6% | +5.4% | +0.8% |
| 30D | -7.7% | +0.4% | -8.1% | -7.7% |
| 3M | -4.9% | +8.1% | -13.0% | -6.5% |
| 6M | +9.7% | +16.7% | -7.0% | +4.5% |
| YTD | +46.7% | +70.0% | -23.3% | +29.9% |
| 1Y | +58.7% | +85.4% | -26.7% | +35.1% |
| All | +58.7% | +89.8% | -31.1% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling