+411.1%
PWR vs FTI
+886.2%
-475.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 6M | -22.2% | -8.7% | -13.5% | -20.4% |
| YTD | +42.7% | +49.0% | -6.3% | +24.8% |
| 1Y | +41.1% | +54.0% | -12.9% | +22.0% |
| 3Y | +242.7% | +211.6% | +31.1% | +133.4% |
| All | +411.1% | +886.2% | -475.1% | +140.4% |
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