+26.1%
USB vs PWR
+420.9%
-394.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.7% | +13.6% | +4.3% |
| 7D | +2.4% | -4.4% | +6.8% | +3.0% |
| 30D | +6.6% | -15.1% | +21.6% | +9.7% |
| 3M | -4.1% | -16.2% | +12.2% | -1.2% |
| 6M | +12.5% | -23.3% | +35.8% | +17.4% |
| YTD | +17.6% | +37.6% | -20.0% | +3.8% |
| 1Y | +36.5% | +32.4% | +4.1% | +21.5% |
| 3Y | +95.4% | +244.2% | -148.8% | +22.2% |
| 5Y | +26.1% | +416.2% | -390.1% | -29.0% |
| All | +26.1% | +420.9% | -394.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling