+285.8%
XLU vs POET
-20.5%
+306.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -3.3% | -10.4% | +7.1% | -3.2% |
| 3M | -3.2% | -29.3% | +26.2% | -2.8% |
| 6M | -7.0% | +6.9% | -13.8% | -8.3% |
| YTD | +0.6% | +25.6% | -25.0% | -1.3% |
| 1Y | +2.4% | +49.2% | -46.7% | -0.3% |
| 3Y | +46.3% | +128.4% | -82.2% | +38.1% |
| 5Y | +44.0% | -4.2% | +48.2% | +36.9% |
| 10Y | +140.1% | +30.3% | +109.7% | +120.8% |
| All | +285.8% | -20.5% | +306.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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