+197.9%
PWR vs USAR
-13.4%
+211.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.8% | +8.9% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -16.2% | -30.3% | +14.0% | -14.3% |
| 3M | -11.9% | -54.7% | +42.7% | -7.7% |
| 6M | -20.6% | -67.5% | +46.9% | -15.9% |
| YTD | +40.3% | -26.4% | +66.6% | +44.0% |
| 1Y | +33.0% | -49.5% | +82.6% | +37.4% |
| 3Y | +250.0% | -14.5% | +264.5% | +301.9% |
| All | +197.9% | -13.4% | +211.3% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling