+245.1%
PWR vs XME
+96.3%
+148.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.0% |
| 7D | +19.1% | +5.3% | +13.7% | +15.6% |
| 30D | -12.0% | -8.2% | -3.8% | -6.9% |
| 3M | -10.6% | -18.4% | +7.8% | +0.7% |
| 6M | -20.8% | -22.8% | +2.0% | -8.7% |
| YTD | +43.7% | -7.9% | +51.6% | +48.2% |
| 1Y | +35.0% | -0.9% | +35.8% | +33.4% |
| All | +245.1% | +96.3% | +148.8% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling