+215.7%
PWR vs USAR
+68.6%
+147.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | +2.7% | -4.4% | +7.1% | +2.9% |
| 30D | -5.1% | -10.4% | +5.3% | -4.6% |
| 3M | -9.4% | -18.4% | +9.0% | -8.8% |
| 6M | +10.4% | -8.8% | +19.2% | +10.4% |
| YTD | +48.6% | +43.4% | +5.3% | +46.6% |
| 1Y | +68.0% | +21.0% | +47.0% | +66.2% |
| 3Y | +204.7% | +67.7% | +137.0% | +238.4% |
| All | +215.7% | +68.6% | +147.1% | +254.9% |
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