+1,033.0%
XLI vs PWR
+3,805.3%
-2,772.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.1% | -1.2% |
| 7D | -2.8% | -12.9% | +10.0% | -0.3% |
| 30D | -3.1% | -22.8% | +19.8% | +1.9% |
| 3M | -11.7% | -19.0% | +7.3% | -8.3% |
| 6M | -7.6% | -31.1% | +23.6% | -1.2% |
| YTD | +5.7% | +28.2% | -22.5% | -1.6% |
| 1Y | +7.8% | +22.2% | -14.4% | +1.3% |
| 3Y | +67.4% | +222.1% | -154.7% | +25.8% |
| 5Y | +64.8% | +364.1% | -299.3% | +13.5% |
| 10Y | +241.2% | +1,864.5% | -1,623.3% | +74.9% |
| All | +1,033.0% | +3,805.3% | -2,772.4% | +344.1% |
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