+250.2%
XLI vs PWR
+2,415.0%
-2,164.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -8.2% | -7.7% | -0.4% | -5.4% |
| 3M | +0.8% | -4.9% | +5.7% | +1.5% |
| 6M | +0.8% | +9.7% | -8.9% | -5.2% |
| YTD | +10.5% | +46.7% | -36.2% | -8.4% |
| 1Y | +14.1% | +58.7% | -44.6% | -9.2% |
| 3Y | +68.6% | +200.7% | -132.1% | -4.2% |
| 5Y | +80.4% | +438.6% | -358.2% | -25.5% |
| All | +250.2% | +2,415.0% | -2,164.8% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling