+206.9%
PWR vs XME
+132.9%
+74.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -5.1% | +1.4% | -6.5% | -6.2% |
| 3M | -9.4% | +2.7% | -12.1% | -11.4% |
| 6M | +10.4% | +6.5% | +3.9% | +5.1% |
| YTD | +48.6% | +15.2% | +33.5% | +33.6% |
| 1Y | +68.0% | +43.5% | +24.5% | +31.1% |
| All | +206.9% | +132.9% | +74.0% | +62.7% |
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