+35.0%
XLB vs PWR
+195.8%
-160.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.4% | +3.6% | -5.0% | -2.0% |
| 30D | -0.4% | -8.6% | +8.2% | +1.0% |
| 3M | +2.0% | -13.2% | +15.1% | +4.0% |
| 6M | +1.8% | +9.9% | -8.1% | -1.1% |
| YTD | +16.6% | +48.0% | -31.5% | +6.6% |
| 1Y | +16.9% | +66.2% | -49.2% | +3.9% |
| All | +35.0% | +195.8% | -160.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling