+167.2%
XLE vs PWR
+1,833.2%
-1,666.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -2.3% |
| 7D | -12.0% | -12.9% | +0.9% | -8.0% |
| 30D | -2.7% | -22.8% | +20.1% | +5.8% |
| 3M | +6.6% | -19.0% | +25.6% | +13.2% |
| 6M | +9.5% | -31.1% | +40.6% | +21.9% |
| YTD | +40.6% | +28.3% | +12.3% | +17.8% |
| 1Y | +43.6% | +22.2% | +21.4% | +22.2% |
| 3Y | +58.1% | +222.2% | -164.1% | -23.1% |
| 5Y | +152.2% | +364.2% | -212.0% | -5.4% |
| All | +167.2% | +1,833.2% | -1,666.0% | -62.0% |
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