+832.0%
XLB vs PWR
+4,111.0%
-3,279.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.5% | -11.2% | +11.7% | +2.5% |
| 30D | +6.9% | -17.4% | +24.3% | +10.4% |
| 3M | -0.2% | -11.7% | +11.6% | +1.3% |
| 6M | +3.3% | -21.7% | +25.0% | +6.7% |
| YTD | +18.0% | +38.3% | -20.2% | +7.2% |
| 1Y | +24.2% | +29.6% | -5.4% | +14.2% |
| 3Y | +44.7% | +236.1% | -191.4% | +5.9% |
| 5Y | +31.6% | +406.3% | -374.8% | -12.8% |
| 10Y | +164.2% | +1,796.7% | -1,632.5% | +31.9% |
| All | +832.0% | +4,111.0% | -3,279.0% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling