+40.7%
XLC vs PWR
+411.6%
-370.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +3.7% | +11.3% | -7.6% | +1.7% |
| 30D | -1.9% | -8.9% | +6.9% | -0.9% |
| 3M | -3.1% | -10.5% | +7.4% | -2.1% |
| 6M | -6.4% | -22.2% | +15.8% | -3.0% |
| YTD | -6.8% | +42.7% | -49.6% | -18.1% |
| 1Y | -1.7% | +41.1% | -42.8% | -13.5% |
| 3Y | +64.7% | +242.7% | -178.1% | +5.2% |
| All | +40.7% | +411.6% | -370.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling