+108.7%
USB vs PWR
+2,321.3%
-2,212.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | +3.6% | -2.2% | +0.1% |
| 30D | -1.3% | -8.6% | +7.3% | +1.9% |
| 3M | +15.2% | -13.2% | +28.4% | +19.6% |
| 6M | +18.8% | +9.9% | +8.9% | +10.3% |
| YTD | +21.0% | +48.0% | -27.0% | -1.9% |
| 1Y | +34.0% | +66.2% | -32.2% | +2.1% |
| 3Y | +95.3% | +195.1% | -99.8% | +6.4% |
| 5Y | +40.4% | +442.6% | -402.2% | -46.8% |
| All | +108.7% | +2,321.3% | -2,212.5% | -67.4% |
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