+70.0%
XLI vs PWR
+396.6%
-326.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.5% | +1.1% |
| 7D | -0.5% | -4.8% | +4.3% | +0.4% |
| 30D | -0.2% | -16.2% | +16.0% | +4.2% |
| 3M | -8.6% | -11.9% | +3.4% | -6.2% |
| 6M | -2.0% | -20.6% | +18.6% | +3.0% |
| YTD | +9.7% | +40.3% | -30.5% | -4.2% |
| 1Y | +11.4% | +33.0% | -21.6% | -1.3% |
| 3Y | +74.2% | +250.0% | -175.8% | +6.8% |
| 5Y | +70.0% | +404.2% | -334.2% | -9.6% |
| All | +70.0% | +396.6% | -326.7% | -9.6% |
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