+141.4%
XLC vs PWR
+1,743.1%
-1,601.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.0% |
| 7D | +0.6% | +4.5% | -3.9% | -0.5% |
| 30D | +0.2% | -4.9% | +5.1% | +1.2% |
| 3M | +0.6% | -7.9% | +8.5% | +1.5% |
| 6M | -4.5% | +18.3% | -22.8% | -11.1% |
| YTD | -4.7% | +51.5% | -56.2% | -17.9% |
| 1Y | -1.7% | +70.3% | -72.0% | -18.8% |
| 3Y | +72.3% | +210.6% | -138.3% | +12.7% |
| 5Y | +37.8% | +456.7% | -418.9% | -28.1% |
| All | +141.4% | +1,743.1% | -1,601.8% | -28.2% |
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 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