+28.4%
XLY vs PWR
+462.1%
-433.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.3% | -0.6% |
| 7D | -1.7% | +4.2% | -5.9% | -2.9% |
| 30D | -4.2% | -4.0% | -0.1% | -3.3% |
| 3M | -2.7% | -4.8% | +2.1% | -2.4% |
| 6M | -0.6% | +14.6% | -15.3% | -7.1% |
| YTD | -5.0% | +54.2% | -59.3% | -20.3% |
| 1Y | -4.1% | +67.1% | -71.2% | -22.4% |
| 3Y | +33.6% | +218.5% | -184.9% | -19.7% |
| All | +28.4% | +462.1% | -433.7% | -42.7% |
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