+2,393.1%
PWR vs XME
+426.6%
+1,966.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | +0.8% |
| 7D | -0.2% | -3.0% | +2.8% | +1.5% |
| 30D | -7.7% | -2.6% | -5.1% | -6.7% |
| 3M | -4.9% | +2.2% | -7.1% | -6.4% |
| 6M | +9.7% | +0.7% | +9.0% | +8.5% |
| YTD | +46.7% | +10.9% | +35.8% | +36.3% |
| 1Y | +58.7% | +35.7% | +23.0% | +30.9% |
| 3Y | +200.7% | +127.1% | +73.6% | +82.5% |
| 5Y | +438.6% | +168.5% | +270.1% | +184.3% |
| All | +2,393.1% | +426.6% | +1,966.5% | +718.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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