+133.6%
XLC vs PWR
+1,648.6%
-1,515.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.1% | +19.1% | -16.0% | -1.1% |
| 30D | -4.2% | -12.0% | +7.8% | -2.1% |
| 3M | -2.1% | -10.6% | +8.4% | -0.8% |
| 6M | -6.6% | -20.8% | +14.2% | -3.3% |
| YTD | -7.8% | +43.7% | -51.5% | -20.5% |
| 1Y | -4.1% | +35.0% | -39.1% | -16.0% |
| 3Y | +62.6% | +249.4% | -186.8% | +0.9% |
| 5Y | +39.6% | +422.1% | -382.5% | -26.6% |
| All | +133.6% | +1,648.6% | -1,515.0% | -30.5% |
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 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