+64.0%
XLE vs PWR
+241.6%
-177.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -6.7% | -11.2% | +4.5% | -5.8% |
| 30D | -4.4% | -17.4% | +13.0% | -2.9% |
| 3M | +4.0% | -11.7% | +15.7% | +4.8% |
| 6M | +13.2% | -21.7% | +34.9% | +15.2% |
| YTD | +41.9% | +38.3% | +3.6% | +33.2% |
| 1Y | +41.6% | +29.6% | +12.1% | +34.1% |
| 3Y | +64.0% | +236.1% | -172.2% | +32.2% |
| All | +64.0% | +241.6% | -177.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling