+22.7%
XLP vs PWR
+34.5%
-11.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +2.5% | +11.3% | -8.8% | +3.5% |
| 30D | +7.3% | -8.9% | +16.2% | +6.7% |
| 3M | +8.1% | -10.5% | +18.6% | +7.4% |
| 6M | +10.5% | -22.2% | +32.7% | +10.4% |
| YTD | +21.2% | +42.7% | -21.6% | +22.4% |
| 1Y | +22.7% | +41.1% | -18.4% | +24.0% |
| All | +22.7% | +34.5% | -11.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling