-3.6%
PWR vs XE
-63.2%
+59.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +11.3% | +6.2% | +5.1% | +9.8% |
| 30D | -8.9% | -4.8% | -4.0% | -8.4% |
| 3M | -10.5% | -51.3% | +40.8% | -0.2% |
| 6M | -22.2% | -64.2% | +42.1% | -11.5% |
| All | -3.6% | -63.2% | +59.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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