-5.8%
XLC vs PWR
+31.4%
-37.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -11.7% | +15.1% | +3.1% |
| 7D | +1.8% | -4.4% | +6.1% | +1.5% |
| 30D | -6.0% | -15.1% | +9.1% | -6.4% |
| 3M | -6.0% | -16.2% | +10.2% | -6.4% |
| 6M | -9.1% | -23.3% | +14.3% | -8.3% |
| YTD | -10.0% | +37.6% | -47.6% | -13.6% |
| 1Y | -5.8% | +32.4% | -38.2% | -9.5% |
| All | -5.8% | +31.4% | -37.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling