+15.4%
XLF vs PWR
-18.9%
+34.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.6% |
| 7D | -1.0% | +4.7% | -5.7% | -1.0% |
| 30D | +6.5% | -12.5% | +19.0% | +6.0% |
| 3M | +1.8% | -9.3% | +11.1% | +1.4% |
| 6M | +15.4% | -22.2% | +37.5% | +12.7% |
| All | +15.4% | -18.9% | +34.2% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling