+599.5%
XYZ vs PWR
+1,832.8%
-1,233.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.5% | -1.5% |
| 7D | +12.1% | -12.9% | +25.0% | +18.0% |
| 30D | +12.4% | -22.8% | +35.2% | +25.5% |
| 3M | +8.2% | -19.0% | +27.2% | +16.3% |
| 6M | +20.7% | -31.1% | +51.8% | +38.4% |
| YTD | +31.3% | +28.2% | +3.1% | -1.0% |
| 1Y | +20.5% | +22.2% | -1.7% | -6.8% |
| 3Y | +72.6% | +222.1% | -149.5% | -33.6% |
| 5Y | -64.0% | +364.1% | -428.1% | -89.1% |
| All | +599.5% | +1,832.8% | -1,233.3% | -10.3% |
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