+2,521.4%
PWR vs XHB
+215.4%
+2,306.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.1% |
| 7D | +4.2% | -4.6% | +8.8% | +7.5% |
| 30D | -4.0% | -9.1% | +5.1% | +2.0% |
| 3M | -4.8% | -8.6% | +3.8% | +0.2% |
| 6M | +14.6% | -4.0% | +18.7% | +16.3% |
| YTD | +54.2% | -3.9% | +58.2% | +55.2% |
| 1Y | +67.1% | -16.5% | +83.6% | +84.6% |
| 3Y | +218.5% | +22.6% | +195.9% | +157.6% |
| 5Y | +466.3% | +33.9% | +432.3% | +319.2% |
| All | +2,521.4% | +215.4% | +2,306.0% | +868.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling