+201.4%
PWR vs UMAC
+549.5%
-348.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.8% |
| 7D | +4.5% | +14.7% | -10.2% | +3.6% |
| 30D | -4.9% | -0.5% | -4.4% | -5.2% |
| 3M | -7.9% | +0.5% | -8.4% | -8.8% |
| 6M | +18.3% | +57.9% | -39.6% | +12.6% |
| YTD | +51.5% | +103.9% | -52.4% | +41.5% |
| 1Y | +70.3% | +159.3% | -89.0% | +56.3% |
| All | +201.4% | +549.5% | -348.1% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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