+425.1%
XLF vs PWR
+4,277.3%
-3,852.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.2% | +19.1% | -17.8% | -3.0% |
| 30D | +6.2% | -12.0% | +18.2% | +8.4% |
| 3M | +0.9% | -10.6% | +11.4% | +2.2% |
| 6M | +13.6% | -20.8% | +34.5% | +17.4% |
| YTD | +7.6% | +43.7% | -36.2% | -4.8% |
| 1Y | +10.2% | +35.0% | -24.8% | -1.2% |
| 3Y | +79.8% | +249.4% | -169.6% | +24.1% |
| 5Y | +58.0% | +422.1% | -364.1% | -2.9% |
| 10Y | +222.8% | +1,868.4% | -1,645.6% | +42.9% |
| All | +425.1% | +4,277.3% | -3,852.2% | +77.0% |
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