+32.4%
PWR vs URA
-32.2%
+64.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -1.1% | -10.6% | -11.1% |
| 7D | -4.4% | -10.5% | +6.2% | +0.9% |
| 30D | -15.1% | -18.6% | +3.6% | -6.2% |
| 3M | -16.2% | -23.0% | +6.8% | -6.0% |
| 6M | -23.3% | -40.3% | +16.9% | -4.4% |
| YTD | +37.6% | -23.5% | +61.1% | +46.2% |
| 1Y | +32.4% | -31.1% | +63.5% | +49.3% |
| All | +32.4% | -32.2% | +64.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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