+202.9%
PWR vs UMC
+252.9%
-50.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | -0.2% | +11.4% | -11.6% | -3.4% |
| 30D | -7.7% | +16.8% | -24.5% | -12.1% |
| 3M | -4.9% | +19.1% | -24.0% | -10.6% |
| 6M | +9.7% | +137.4% | -127.7% | -16.4% |
| YTD | +46.7% | +186.4% | -139.7% | +2.4% |
| 1Y | +58.7% | +229.1% | -170.4% | +4.9% |
| All | +202.9% | +252.9% | -50.0% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling