-39.0%
U vs PWR
+1,104.2%
-1,143.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -3.8% | +3.6% | -7.4% | -5.4% |
| 30D | +17.5% | -8.6% | +26.0% | +21.9% |
| 3M | +38.7% | -13.2% | +51.9% | +45.5% |
| 6M | +104.4% | +9.9% | +94.5% | +84.6% |
| YTD | -5.7% | +48.0% | -53.7% | -28.8% |
| 1Y | +3.7% | +66.2% | -62.5% | -26.8% |
| 3Y | +12.3% | +195.1% | -182.8% | -47.2% |
| 5Y | -68.8% | +442.6% | -511.4% | -90.0% |
| All | -39.0% | +1,104.2% | -1,143.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling