+1,529.3%
PWR vs UMC
+277.8%
+1,251.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.7% | +0.7% |
| 7D | +4.5% | +6.6% | -2.1% | +2.4% |
| 30D | -4.9% | +16.6% | -21.4% | -9.6% |
| 3M | -7.9% | +11.0% | -18.9% | -12.1% |
| 6M | +18.3% | +131.3% | -112.9% | -12.0% |
| YTD | +51.5% | +182.5% | -131.0% | +4.0% |
| 1Y | +70.3% | +222.3% | -151.9% | +12.0% |
| 3Y | +210.6% | +253.0% | -42.4% | +94.8% |
| 5Y | +456.7% | +141.8% | +314.8% | +280.1% |
| 10Y | +2,396.1% | +1,772.2% | +623.9% | +672.7% |
| All | +1,529.3% | +277.8% | +1,251.5% | +431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling