+1,831.6%
PWR vs XHB
+237.3%
+1,594.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | +11.3% | -0.2% | +11.5% | +11.6% |
| 30D | -8.9% | +9.9% | -18.8% | -15.2% |
| 3M | -10.5% | -6.3% | -4.2% | -7.7% |
| 6M | -22.2% | +3.8% | -26.0% | -25.7% |
| YTD | +42.7% | +0.1% | +42.6% | +38.3% |
| 1Y | +41.1% | -0.8% | +41.9% | +37.3% |
| 3Y | +242.7% | +35.6% | +207.1% | +155.9% |
| 5Y | +418.5% | +29.6% | +389.0% | +292.7% |
| All | +1,831.6% | +237.3% | +1,594.3% | +568.0% |
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