+428.9%
XLF vs PWR
+4,290.1%
-3,861.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.4% |
| 7D | -1.0% | +4.7% | -5.7% | -2.4% |
| 30D | +6.5% | -12.5% | +19.0% | +8.9% |
| 3M | +1.8% | -9.3% | +11.1% | +2.8% |
| 6M | +15.4% | -22.2% | +37.5% | +19.6% |
| YTD | +8.4% | +44.2% | -35.8% | -4.2% |
| 1Y | +11.9% | +35.5% | -23.6% | +0.2% |
| 3Y | +81.1% | +250.4% | -169.3% | +24.9% |
| 5Y | +59.5% | +425.6% | -366.1% | -2.1% |
| 10Y | +225.2% | +1,874.2% | -1,649.1% | +43.8% |
| All | +428.9% | +4,290.1% | -3,861.2% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling