+81.4%
XLF vs PWR
+250.5%
-169.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.2% |
| 7D | -1.0% | +4.7% | -5.7% | -1.5% |
| 30D | +6.5% | -12.5% | +19.0% | +7.6% |
| 3M | +1.8% | -9.3% | +11.1% | +2.3% |
| 6M | +15.4% | -22.2% | +37.5% | +18.0% |
| YTD | +8.4% | +44.2% | -35.8% | -0.2% |
| 1Y | +11.9% | +35.5% | -23.6% | +4.1% |
| All | +81.4% | +250.5% | -169.1% | +36.7% |
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