-24.8%
U vs PWR
+1,040.8%
-1,065.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -4.1% |
| 7D | +32.3% | -4.8% | +37.1% | +32.5% |
| 30D | +9.7% | -16.2% | +25.9% | +16.4% |
| 3M | +19.6% | -11.9% | +31.6% | +23.0% |
| 6M | +82.6% | -20.6% | +103.2% | +93.4% |
| YTD | +16.4% | +40.3% | -23.8% | -12.3% |
| 1Y | +28.5% | +33.0% | -4.5% | -0.1% |
| 3Y | +103.8% | +250.0% | -146.2% | -16.9% |
| 5Y | -70.0% | +404.2% | -474.2% | -90.4% |
| All | -24.8% | +1,040.8% | -1,065.6% | -70.9% |
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