-37.5%
U vs PWR
+1,132.4%
-1,169.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.5% |
| 7D | +4.5% | +4.5% | -0.1% | +2.3% |
| 30D | -0.6% | -4.9% | +4.3% | +1.4% |
| 3M | +48.4% | -7.9% | +56.3% | +51.1% |
| 6M | +115.4% | +18.3% | +97.0% | +87.1% |
| YTD | -3.2% | +51.5% | -54.7% | -27.8% |
| 1Y | -6.0% | +70.3% | -76.4% | -34.5% |
| 3Y | +13.5% | +210.6% | -197.1% | -48.2% |
| 5Y | -68.0% | +456.7% | -524.7% | -89.9% |
| All | -37.5% | +1,132.4% | -1,169.8% | -76.0% |
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