+135.7%
XLP vs PWR
+1,806.4%
-1,670.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +2.3% | -11.2% | +13.6% | +3.4% |
| 30D | +9.1% | -17.4% | +26.5% | +11.0% |
| 3M | +7.9% | -11.7% | +19.6% | +8.6% |
| 6M | +9.6% | -21.7% | +31.3% | +11.6% |
| YTD | +19.4% | +38.3% | -18.8% | +11.1% |
| 1Y | +22.4% | +29.6% | -7.2% | +14.8% |
| 3Y | +43.2% | +236.1% | -193.0% | +9.3% |
| 5Y | +42.6% | +406.3% | -363.8% | -2.4% |
| All | +135.7% | +1,806.4% | -1,670.8% | +11.9% |
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