+816.1%
XLB vs PWR
+3,805.3%
-2,989.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -2.0% |
| 7D | -1.5% | -12.9% | +11.4% | +0.9% |
| 30D | +6.1% | -22.8% | +28.9% | +11.1% |
| 3M | 0.0% | -19.0% | +19.0% | +3.4% |
| 6M | 0.0% | -31.1% | +31.1% | +6.1% |
| YTD | +16.0% | +28.2% | -12.2% | +7.1% |
| 1Y | +24.7% | +22.2% | +2.5% | +16.2% |
| 3Y | +40.4% | +222.1% | -181.8% | +3.7% |
| 5Y | +30.7% | +364.1% | -333.4% | -11.7% |
| 10Y | +173.3% | +1,864.5% | -1,691.2% | +35.9% |
| All | +816.1% | +3,805.3% | -2,989.2% | +280.9% |
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 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