+508.9%
XLP vs PWR
+4,408.3%
-3,899.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.0% | +3.6% | -4.6% | -1.3% |
| 30D | -0.9% | -8.6% | +7.7% | -0.2% |
| 3M | +3.8% | -13.2% | +17.0% | +4.6% |
| 6M | -1.7% | +9.9% | -11.6% | -3.1% |
| YTD | +10.3% | +48.0% | -37.8% | +5.9% |
| 1Y | +7.8% | +66.2% | -58.4% | +2.3% |
| 3Y | +27.2% | +195.1% | -167.9% | +13.5% |
| 5Y | +32.5% | +442.6% | -410.0% | +11.4% |
| 10Y | +101.8% | +2,334.2% | -2,232.4% | +47.9% |
| All | +508.9% | +4,408.3% | -3,899.3% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling