+422.3%
XLF vs PWR
+4,408.3%
-3,986.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | 0.0% | +3.6% | -3.6% | -0.8% |
| 30D | +0.2% | -8.6% | +8.7% | +2.1% |
| 3M | +11.7% | -13.2% | +24.9% | +14.3% |
| 6M | +13.8% | +9.9% | +3.9% | +9.1% |
| YTD | +7.0% | +48.0% | -41.0% | -4.9% |
| 1Y | +9.1% | +66.2% | -57.0% | -6.2% |
| 3Y | +75.6% | +195.1% | -119.5% | +27.5% |
| 5Y | +66.4% | +442.6% | -376.1% | +2.5% |
| 10Y | +250.3% | +2,334.2% | -2,084.0% | +49.6% |
| All | +422.3% | +4,408.3% | -3,986.0% | +76.9% |
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