+1,117.4%
XLI vs PWR
+4,408.3%
-3,290.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.1% | +3.6% | -4.7% | -1.8% |
| 30D | -5.9% | -8.6% | +2.6% | -4.2% |
| 3M | -0.3% | -13.2% | +12.9% | +2.2% |
| 6M | +0.1% | +9.9% | -9.8% | -2.8% |
| YTD | +13.6% | +48.0% | -34.4% | +3.2% |
| 1Y | +17.2% | +66.2% | -49.0% | +3.6% |
| 3Y | +68.2% | +195.1% | -126.9% | +29.3% |
| 5Y | +80.7% | +442.6% | -361.8% | +21.1% |
| 10Y | +253.3% | +2,334.2% | -2,081.0% | +74.5% |
| All | +1,117.4% | +4,408.3% | -3,290.9% | +365.7% |
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