+204.4%
DHR vs PWR
+2,415.0%
-2,210.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -3.3% | -7.7% | +4.4% | -1.8% |
| 3M | +9.4% | -4.9% | +14.4% | +9.4% |
| 6M | +3.2% | +9.7% | -6.6% | -1.4% |
| YTD | -12.0% | +46.7% | -58.7% | -22.3% |
| 1Y | +4.9% | +58.7% | -53.8% | -9.7% |
| 3Y | -7.4% | +200.7% | -208.1% | -35.7% |
| 5Y | -29.8% | +438.6% | -468.3% | -59.6% |
| All | +204.4% | +2,415.0% | -2,210.6% | +1.7% |
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 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