-1.7%
XLP vs PWR
+9.4%
-11.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.7% |
| 7D | -1.0% | +3.6% | -4.6% | -0.7% |
| 30D | -0.9% | -8.6% | +7.7% | -1.5% |
| 3M | +3.8% | -13.2% | +17.0% | +4.0% |
| 6M | -1.7% | +9.9% | -11.6% | -5.2% |
| All | -1.7% | +9.4% | -11.1% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling