-24.7%
U vs PWR
+943.1%
-967.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.7% | +2.8% |
| 7D | +36.6% | -12.9% | +49.4% | +42.4% |
| 30D | +13.3% | -22.8% | +36.2% | +24.8% |
| 3M | +26.2% | -19.0% | +45.2% | +34.8% |
| 6M | +88.7% | -31.1% | +119.9% | +114.0% |
| YTD | +16.6% | +28.2% | -11.7% | -8.6% |
| 1Y | +29.0% | +22.2% | +6.7% | +4.1% |
| 3Y | +99.5% | +222.1% | -122.6% | -15.8% |
| 5Y | -66.1% | +364.1% | -430.2% | -88.7% |
| All | -24.7% | +943.1% | -967.8% | -69.7% |
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