+8,087.4%
PWR vs UL
+725.0%
+7,362.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +11.3% | +1.1% | +10.2% | +10.9% |
| 30D | -8.9% | +4.5% | -13.4% | -10.8% |
| 3M | -10.5% | +6.5% | -17.0% | -13.3% |
| 6M | -22.2% | +18.2% | -40.3% | -28.2% |
| YTD | +42.7% | +4.7% | +38.1% | +37.2% |
| 1Y | +41.1% | +0.8% | +40.3% | +37.2% |
| 3Y | +242.7% | +35.9% | +206.9% | +191.5% |
| 5Y | +418.5% | +33.4% | +385.1% | +334.8% |
| 10Y | +1,855.0% | +106.9% | +1,748.1% | +1,228.0% |
| All | +8,087.4% | +725.0% | +7,362.5% | +3,790.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling