+96.6%
USB vs PWR
+244.5%
-147.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.7% | +13.6% | +3.5% |
| 7D | +2.4% | -4.4% | +6.8% | +2.8% |
| 30D | +6.6% | -15.1% | +21.6% | +8.7% |
| 3M | -4.1% | -16.2% | +12.2% | -2.1% |
| 6M | +12.5% | -23.3% | +35.8% | +16.1% |
| YTD | +17.6% | +37.6% | -20.0% | +6.7% |
| 1Y | +36.5% | +32.4% | +4.1% | +24.6% |
| All | +96.6% | +244.5% | -147.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling