+164.2%
XLB vs PWR
+1,844.4%
-1,680.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +11.3% | -10.8% | -3.0% |
| 30D | +5.2% | -8.9% | +14.0% | +7.0% |
| 3M | +0.3% | -10.5% | +10.8% | +2.1% |
| 6M | +1.2% | -22.2% | +23.3% | +6.8% |
| YTD | +16.6% | +42.7% | -26.1% | -3.1% |
| 1Y | +21.4% | +41.1% | -19.7% | +1.0% |
| 3Y | +43.2% | +242.7% | -199.5% | -22.7% |
| 5Y | +28.0% | +418.5% | -390.5% | -44.9% |
| All | +164.2% | +1,844.4% | -1,680.3% | -44.9% |
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