+66.2%
PWR vs UL
-8.6%
+74.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +3.6% | -1.3% | +4.9% | +3.2% |
| 30D | -8.6% | +0.5% | -9.1% | -8.3% |
| 3M | -13.2% | +17.6% | -30.8% | -11.7% |
| 6M | +9.9% | -5.4% | +15.3% | +9.4% |
| YTD | +48.0% | +0.7% | +47.3% | +50.7% |
| 1Y | +66.2% | -9.3% | +75.4% | +66.8% |
| All | +66.2% | -8.6% | +74.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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