+82.8%
XLI vs PWR
+458.8%
-376.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.2% |
| 7D | +1.0% | +4.5% | -3.5% | -0.3% |
| 30D | -5.8% | -4.9% | -0.9% | -4.6% |
| 3M | +0.7% | -7.9% | +8.6% | +2.4% |
| 6M | +3.2% | +18.3% | -15.2% | -3.6% |
| YTD | +13.0% | +51.5% | -38.5% | -2.5% |
| 1Y | +16.8% | +70.3% | -53.5% | -3.5% |
| 3Y | +72.4% | +210.6% | -138.2% | +12.2% |
| 5Y | +82.8% | +456.7% | -373.9% | -4.9% |
| All | +82.8% | +458.8% | -376.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling