+134.0%
XLC vs PWR
+1,582.2%
-1,448.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +6.2% | -11.2% | +17.5% | +8.6% |
| 30D | -2.4% | -17.4% | +15.0% | +1.3% |
| 3M | -3.3% | -11.7% | +8.4% | -1.8% |
| 6M | -7.3% | -21.7% | +14.4% | -3.9% |
| YTD | -7.6% | +38.3% | -45.9% | -19.6% |
| 1Y | -3.7% | +29.6% | -33.3% | -14.8% |
| 3Y | +62.9% | +236.1% | -173.2% | +2.0% |
| 5Y | +41.6% | +406.3% | -364.7% | -25.1% |
| All | +134.0% | +1,582.2% | -1,448.2% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling