+1,568.0%
PWR vs USHY
+49.7%
+1,518.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.3% |
| 7D | -0.2% | -0.7% | +0.5% | +1.3% |
| 30D | -7.7% | -0.5% | -7.2% | -6.7% |
| 3M | -4.9% | +0.5% | -5.4% | -5.8% |
| 6M | +9.7% | +1.5% | +8.2% | +7.0% |
| YTD | +46.7% | +1.7% | +44.9% | +42.5% |
| 1Y | +58.7% | +3.5% | +55.2% | +49.3% |
| 3Y | +200.7% | +27.2% | +173.6% | +94.9% |
| 5Y | +438.6% | +21.0% | +417.6% | +292.4% |
| All | +1,568.0% | +49.7% | +1,518.3% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling