+1,653.9%
PWR vs USHY
+49.7%
+1,604.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.2% | -0.7% | +4.9% | +5.6% |
| 30D | -4.0% | -0.7% | -3.4% | -2.8% |
| 3M | -4.8% | +0.1% | -4.8% | -4.8% |
| 6M | +14.6% | +1.8% | +12.9% | +11.2% |
| YTD | +54.2% | +1.8% | +52.5% | +49.7% |
| 1Y | +67.1% | +3.3% | +63.8% | +58.0% |
| 3Y | +218.5% | +27.0% | +191.5% | +107.0% |
| 5Y | +466.3% | +21.0% | +445.3% | +312.4% |
| All | +1,653.9% | +49.7% | +1,604.1% | +753.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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