+32.4%
PWR vs BOXX
+4.1%
+28.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | 0.0% | -11.7% | -11.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.3% |
| 30D | -15.1% | +0.4% | -15.4% | -15.0% |
| 3M | -16.2% | +1.0% | -17.3% | -13.3% |
| 6M | -23.3% | +2.0% | -25.3% | -18.7% |
| YTD | +37.6% | +3.3% | +34.3% | +26.7% |
| 1Y | +32.4% | +4.1% | +28.3% | -2.3% |
| All | +32.4% | +4.1% | +28.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling