+788.5%
XLK vs PWR
+2,544.4%
-1,755.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.7% |
| 7D | +0.2% | +4.2% | -4.0% | -1.5% |
| 30D | -0.6% | -4.0% | +3.4% | +0.8% |
| 3M | +2.6% | -4.8% | +7.3% | +3.8% |
| 6M | +34.0% | +14.6% | +19.3% | +24.5% |
| YTD | +30.7% | +54.2% | -23.6% | +7.0% |
| 1Y | +39.2% | +67.1% | -27.9% | +9.8% |
| 3Y | +120.4% | +218.5% | -98.0% | +29.7% |
| 5Y | +148.8% | +466.3% | -317.5% | +13.5% |
| All | +788.5% | +2,544.4% | -1,755.9% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling