+167.7%
XLB vs PWR
+1,915.1%
-1,747.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.4% | -1.1% |
| 7D | -1.4% | -4.8% | +3.4% | -0.7% |
| 30D | +7.1% | -16.2% | +23.3% | +12.1% |
| 3M | +0.6% | -11.9% | +12.6% | +2.9% |
| 6M | +3.5% | -20.6% | +24.1% | +8.4% |
| YTD | +18.2% | +40.3% | -22.0% | -1.2% |
| 1Y | +25.6% | +33.0% | -7.4% | +6.7% |
| 3Y | +46.7% | +250.0% | -203.3% | -21.7% |
| 5Y | +30.9% | +404.2% | -373.3% | -43.1% |
| 10Y | +167.7% | +1,865.8% | -1,698.1% | -44.4% |
| All | +167.7% | +1,915.1% | -1,747.3% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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