+203.2%
PWR vs USAR
-19.4%
+222.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +11.3% | -0.8% | +12.1% | +11.4% |
| 30D | -8.9% | -20.9% | +12.1% | -7.5% |
| 3M | -10.5% | -56.2% | +45.6% | -6.0% |
| 6M | -22.2% | -67.9% | +45.7% | -17.4% |
| YTD | +42.7% | -31.4% | +74.2% | +47.3% |
| 1Y | +41.1% | -45.1% | +86.2% | +46.2% |
| 3Y | +242.7% | -20.3% | +263.1% | +295.5% |
| All | +203.2% | -19.4% | +222.6% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling