-26.3%
U vs PWR
+1,024.8%
-1,051.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +24.4% | -11.2% | +35.6% | +28.7% |
| 30D | +7.4% | -17.4% | +24.8% | +14.7% |
| 3M | +16.8% | -11.7% | +28.5% | +19.9% |
| 6M | +78.8% | -21.7% | +100.5% | +90.4% |
| YTD | +14.0% | +38.3% | -24.3% | -13.6% |
| 1Y | +16.7% | +29.6% | -12.9% | -8.1% |
| 3Y | +86.4% | +236.1% | -149.8% | -22.3% |
| 5Y | -71.5% | +406.3% | -477.8% | -90.8% |
| All | -26.3% | +1,024.8% | -1,051.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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