+42.7%
XLP vs PWR
+349.5%
-306.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.3% | +11.5% | -0.5% |
| 7D | +3.5% | -19.9% | +23.3% | +3.9% |
| 30D | +11.6% | -29.3% | +40.8% | +12.5% |
| 3M | +7.6% | -25.5% | +33.1% | +8.3% |
| 6M | +10.0% | -34.0% | +44.0% | +11.5% |
| YTD | +19.7% | +20.7% | -1.0% | +16.1% |
| 1Y | +23.5% | +12.3% | +11.1% | +20.3% |
| 3Y | +44.0% | +201.9% | -157.9% | +22.3% |
| 5Y | +42.7% | +336.8% | -294.1% | +16.4% |
| All | +42.7% | +349.5% | -306.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling