+162.1%
XLB vs PWR
+2,342.6%
-2,180.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -1.4% | +3.6% | -5.0% | -2.6% |
| 30D | -0.4% | -8.6% | +8.2% | +2.4% |
| 3M | +2.0% | -13.2% | +15.1% | +5.6% |
| 6M | +1.8% | +9.9% | -8.1% | -4.3% |
| YTD | +16.6% | +48.0% | -31.5% | -2.7% |
| 1Y | +16.9% | +66.2% | -49.2% | -7.5% |
| 3Y | +32.6% | +195.1% | -162.6% | -22.2% |
| 5Y | +35.6% | +442.6% | -406.9% | -41.8% |
| All | +162.1% | +2,342.6% | -2,180.5% | -51.1% |
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