+250.0%
PWR vs XRT
+58.4%
+191.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +7.8% |
| 7D | -4.8% | +2.5% | -7.3% | -5.9% |
| 30D | -16.2% | +10.3% | -26.5% | -20.2% |
| 3M | -11.9% | +2.4% | -14.3% | -13.1% |
| 6M | -20.6% | +10.0% | -30.6% | -25.2% |
| YTD | +40.3% | +9.5% | +30.7% | +32.0% |
| 1Y | +33.0% | +17.2% | +15.9% | +20.3% |
| 3Y | +250.0% | +62.0% | +188.0% | +170.5% |
| All | +250.0% | +58.4% | +191.6% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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