+2,521.4%
PWR vs UMC
+1,863.6%
+657.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +4.5% |
| 7D | +4.2% | +9.0% | -4.8% | +1.9% |
| 30D | -4.0% | +17.2% | -21.3% | -8.1% |
| 3M | -4.8% | +11.4% | -16.2% | -8.3% |
| 6M | +14.6% | +137.5% | -122.9% | -9.5% |
| YTD | +54.2% | +193.1% | -138.9% | +14.1% |
| 1Y | +67.1% | +240.3% | -173.2% | +18.9% |
| 3Y | +218.5% | +262.2% | -43.7% | +120.7% |
| 5Y | +466.3% | +143.1% | +323.1% | +317.3% |
| All | +2,521.4% | +1,863.6% | +657.9% | +1,085.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling