-22.2%
PWR vs XME
-24.1%
+1.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.5% |
| 7D | +11.3% | +0.3% | +11.0% | +11.2% |
| 30D | -8.9% | -6.1% | -2.7% | -4.5% |
| 3M | -10.5% | -18.6% | +8.1% | +1.0% |
| 6M | -22.2% | -23.9% | +1.7% | -12.1% |
| All | -22.2% | -24.1% | +1.9% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling