+215.1%
XLF vs PWR
+1,857.9%
-1,642.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.2% | +19.1% | -17.8% | -4.5% |
| 30D | +6.2% | -12.0% | +18.2% | +9.3% |
| 3M | +0.9% | -10.6% | +11.4% | +2.7% |
| 6M | +13.6% | -20.8% | +34.5% | +19.1% |
| YTD | +7.6% | +43.7% | -36.2% | -11.7% |
| 1Y | +10.2% | +35.0% | -24.8% | -7.7% |
| 3Y | +79.8% | +249.4% | -169.6% | -6.3% |
| 5Y | +58.0% | +422.1% | -364.1% | -35.5% |
| All | +215.1% | +1,857.9% | -1,642.7% | -42.1% |
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