+528.6%
PWR vs AUR
-35.0%
+563.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.7% | +11.1% | -8.5% | +1.3% |
| 30D | -5.1% | -6.9% | +1.8% | -4.5% |
| 3M | -9.4% | +5.5% | -14.9% | -10.3% |
| 6M | +10.4% | +41.0% | -30.6% | +5.2% |
| YTD | +48.6% | +69.3% | -20.6% | +38.3% |
| 1Y | +68.0% | +14.0% | +54.0% | +62.6% |
| 3Y | +204.7% | +90.1% | +114.7% | +156.6% |
| 5Y | +451.9% | -34.4% | +486.3% | +351.8% |
| All | +528.6% | -35.0% | +563.6% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling