+29.0%
XLB vs PWR
+348.8%
-319.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -2.0% |
| 7D | -1.5% | -12.9% | +11.4% | +0.8% |
| 30D | +6.1% | -22.8% | +28.9% | +11.3% |
| 3M | 0.0% | -19.0% | +19.0% | +3.5% |
| 6M | 0.0% | -31.1% | +31.0% | +7.0% |
| YTD | +16.0% | +28.3% | -12.2% | +4.3% |
| 1Y | +24.7% | +22.2% | +2.5% | +13.4% |
| 3Y | +40.4% | +222.2% | -181.8% | -11.3% |
| All | +29.0% | +348.8% | -319.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling