+32.4%
PWR vs UMC
+112.5%
-80.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -2.1% | -9.6% | -11.1% |
| 7D | -4.4% | -14.7% | +10.3% | -0.6% |
| 30D | -15.1% | -32.9% | +17.8% | -6.3% |
| 3M | -16.2% | -22.2% | +5.9% | -11.5% |
| 6M | -23.3% | +25.9% | -49.3% | -24.9% |
| YTD | +37.6% | +107.9% | -70.3% | +21.0% |
| 1Y | +32.4% | +115.0% | -82.6% | +13.9% |
| All | +32.4% | +112.5% | -80.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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