+566.1%
XYZ vs PWR
+1,857.9%
-1,291.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -2.1% | +19.1% | -21.2% | -10.9% |
| 30D | +7.0% | -12.0% | +19.0% | +11.4% |
| 3M | +5.1% | -10.6% | +15.7% | +7.3% |
| 6M | +14.1% | -20.8% | +34.9% | +21.5% |
| YTD | +26.4% | +43.7% | -17.4% | -10.6% |
| 1Y | +25.1% | +35.0% | -9.9% | -8.3% |
| 3Y | +59.7% | +249.4% | -189.7% | -41.3% |
| 5Y | -63.8% | +422.1% | -485.9% | -89.8% |
| All | +566.1% | +1,857.9% | -1,291.8% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling