+32.4%
PWR vs USAR
-49.3%
+81.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -5.9% | -5.8% | -10.5% |
| 7D | -4.4% | -21.8% | +17.4% | +0.2% |
| 30D | -15.1% | -39.9% | +24.9% | -6.8% |
| 3M | -16.2% | -52.5% | +36.3% | -4.8% |
| 6M | -23.3% | -67.9% | +44.6% | -8.6% |
| YTD | +37.6% | -31.1% | +68.7% | +40.6% |
| 1Y | +32.4% | -49.8% | +82.2% | +42.6% |
| All | +32.4% | -49.3% | +81.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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