+469.4%
PWR vs AUR
-35.1%
+504.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.6% | +5.0% |
| 7D | +4.2% | +1.4% | +2.8% | +4.0% |
| 30D | -4.0% | -6.4% | +2.4% | -3.4% |
| 3M | -4.8% | +7.7% | -12.5% | -5.9% |
| 6M | +14.6% | +44.5% | -29.9% | +8.9% |
| YTD | +54.2% | +67.4% | -13.2% | +43.7% |
| 1Y | +67.1% | +15.4% | +51.7% | +61.6% |
| 3Y | +218.5% | +94.8% | +123.6% | +167.5% |
| All | +469.4% | -35.1% | +504.5% | +360.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling