+71.6%
XLI vs PWR
+241.6%
-170.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -1.5% | -11.2% | +9.7% | +1.0% |
| 30D | -0.3% | -17.4% | +17.1% | +3.9% |
| 3M | -8.4% | -11.7% | +3.4% | -6.3% |
| 6M | -2.1% | -21.7% | +19.6% | +2.8% |
| YTD | +9.6% | +38.3% | -28.6% | -2.1% |
| 1Y | +10.7% | +29.6% | -18.9% | +0.4% |
| 3Y | +71.6% | +236.1% | -164.6% | +16.0% |
| All | +71.6% | +241.6% | -170.0% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling