+2,474.0%
PWR vs URA
+375.7%
+2,098.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.1% |
| 7D | +4.5% | +8.1% | -3.6% | +1.2% |
| 30D | -4.9% | +5.8% | -10.7% | -7.4% |
| 3M | -7.9% | +3.4% | -11.3% | -9.5% |
| 6M | +18.3% | -2.6% | +21.0% | +18.3% |
| YTD | +51.5% | +11.2% | +40.3% | +42.0% |
| 1Y | +70.3% | +19.8% | +50.5% | +52.7% |
| 3Y | +210.6% | +121.5% | +89.1% | +111.0% |
| 5Y | +456.7% | +134.5% | +322.2% | +246.6% |
| All | +2,474.0% | +375.7% | +2,098.3% | +940.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling