+411.1%
PWR vs UL
+33.5%
+377.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +11.3% | +1.1% | +10.2% | +11.3% |
| 30D | -8.9% | +4.5% | -13.4% | -8.9% |
| 3M | -10.5% | +6.5% | -17.0% | -10.6% |
| 6M | -22.2% | +18.2% | -40.3% | -23.1% |
| YTD | +42.7% | +4.7% | +38.1% | +42.7% |
| 1Y | +41.1% | +0.8% | +40.3% | +41.6% |
| 3Y | +242.7% | +35.9% | +206.9% | +223.1% |
| All | +411.1% | +33.5% | +377.6% | +365.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling