+124.6%
XLP vs PWR
+1,832.8%
-1,708.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.5% | -2.0% |
| 7D | +0.7% | -12.9% | +13.6% | +1.9% |
| 30D | +10.3% | -22.8% | +33.1% | +13.0% |
| 3M | +6.5% | -19.0% | +25.5% | +8.4% |
| 6M | +8.4% | -31.1% | +39.5% | +12.1% |
| YTD | +18.2% | +28.2% | -10.0% | +11.0% |
| 1Y | +22.4% | +22.2% | +0.2% | +15.6% |
| 3Y | +41.9% | +222.1% | -180.2% | +8.9% |
| 5Y | +40.9% | +364.1% | -323.2% | -2.0% |
| All | +124.6% | +1,832.8% | -1,708.2% | +13.0% |
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