+235.3%
DIA vs PWR
+1,857.9%
-1,622.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.6% | +19.1% | -17.5% | -3.4% |
| 30D | +1.2% | -12.0% | +13.2% | +3.8% |
| 3M | -2.4% | -10.6% | +8.2% | -0.8% |
| 6M | +5.7% | -20.8% | +26.5% | +10.3% |
| YTD | +9.9% | +43.7% | -33.8% | -5.9% |
| 1Y | +9.8% | +35.0% | -25.2% | -4.4% |
| 3Y | +59.8% | +249.4% | -189.6% | -4.7% |
| 5Y | +57.7% | +422.1% | -364.4% | -22.5% |
| All | +235.3% | +1,857.9% | -1,622.6% | -13.3% |
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