+456.7%
PWR vs URA
+131.0%
+325.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.1% |
| 7D | +4.5% | +8.1% | -3.6% | +1.3% |
| 30D | -4.9% | +5.8% | -10.7% | -7.3% |
| 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% | +42.5% |
| 1Y | +70.3% | +19.8% | +50.5% | +53.8% |
| 3Y | +210.6% | +121.5% | +89.1% | +118.0% |
| 5Y | +456.7% | +134.5% | +322.2% | +268.4% |
| All | +456.7% | +131.0% | +325.7% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling