+172.7%
XLE vs PWR
+2,334.2%
-2,161.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.2% | +3.6% | -1.4% | +0.8% |
| 30D | +11.8% | -8.6% | +20.4% | +15.3% |
| 3M | +9.8% | -13.2% | +23.0% | +14.0% |
| 6M | +15.6% | +9.9% | +5.7% | +6.8% |
| YTD | +45.3% | +48.0% | -2.8% | +17.1% |
| 1Y | +48.3% | +66.2% | -17.9% | +12.0% |
| 3Y | +55.4% | +195.1% | -139.7% | -18.1% |
| 5Y | +216.1% | +442.6% | -226.5% | +12.5% |
| All | +172.7% | +2,334.2% | -2,161.5% | -66.1% |
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