+340.1%
PWR vs BOXX
+18.4%
+321.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | 0.0% | -0.3% | -0.3% |
| 30D | -7.7% | +0.3% | -8.0% | -8.2% |
| 3M | -4.9% | +1.0% | -5.9% | -7.0% |
| 6M | +9.7% | +1.9% | +7.8% | +3.5% |
| YTD | +46.7% | +2.6% | +44.1% | +34.1% |
| 1Y | +58.7% | +4.0% | +54.7% | +37.1% |
| 3Y | +200.7% | +14.6% | +186.1% | +100.9% |
| All | +340.1% | +18.4% | +321.7% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling