+32.4%
PWR vs AUR
-17.4%
+49.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -4.4% | -7.2% | -10.6% |
| 7D | -4.4% | -19.8% | +15.5% | +0.1% |
| 30D | -15.1% | -29.0% | +14.0% | -8.6% |
| 3M | -16.2% | -43.6% | +27.3% | -5.2% |
| 6M | -23.3% | -36.6% | +13.3% | -17.2% |
| YTD | +37.6% | +6.3% | +31.4% | +28.9% |
| 1Y | +32.4% | -9.0% | +41.4% | +29.1% |
| All | +32.4% | -17.4% | +49.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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