+451.9%
PWR vs FTI
+1,177.2%
-725.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | -5.1% | +5.0% | -10.2% | -6.4% |
| 3M | -9.4% | +13.8% | -23.2% | -13.1% |
| 6M | +10.4% | +22.9% | -12.5% | +2.8% |
| YTD | +48.6% | +75.0% | -26.3% | +24.4% |
| 1Y | +68.0% | +96.9% | -28.9% | +35.1% |
| 3Y | +204.7% | +276.7% | -72.0% | +98.0% |
| 5Y | +451.9% | +1,157.0% | -705.1% | +142.0% |
| All | +451.9% | +1,177.2% | -725.3% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling