+2,393.1%
PWR vs UL
+65.6%
+2,327.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -0.2% | -4.1% | +3.8% | +0.7% |
| 30D | -7.7% | -1.2% | -6.5% | -7.6% |
| 3M | -4.9% | +6.0% | -10.9% | -6.9% |
| 6M | +9.7% | -5.5% | +15.2% | +10.4% |
| YTD | +46.7% | -3.3% | +50.0% | +46.5% |
| 1Y | +58.7% | -9.8% | +68.5% | +61.1% |
| 3Y | +200.7% | +20.1% | +180.6% | +176.5% |
| 5Y | +438.6% | +19.2% | +419.4% | +389.9% |
| All | +2,393.1% | +65.6% | +2,327.5% | +2,186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling