+249.8%
DHR vs PWR
+1,844.4%
-1,594.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.2% | +11.3% | -10.1% | -1.1% |
| 30D | +3.7% | -8.9% | +12.6% | +5.1% |
| 3M | +14.5% | -10.5% | +25.0% | +15.9% |
| 6M | +40.9% | -22.2% | +63.1% | +46.1% |
| YTD | +2.4% | +42.7% | -40.3% | -9.9% |
| 1Y | +6.1% | +41.1% | -35.0% | -6.5% |
| 3Y | +21.0% | +242.7% | -221.7% | -19.8% |
| 5Y | -11.4% | +418.5% | -429.9% | -48.9% |
| All | +249.8% | +1,844.4% | -1,594.7% | +31.7% |
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