+246.2%
DIA vs PWR
+2,399.9%
-2,153.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -1.8% |
| 7D | +0.1% | +4.5% | -4.5% | -1.2% |
| 30D | -2.1% | -4.9% | +2.8% | -0.9% |
| 3M | +4.2% | -7.9% | +12.0% | +5.5% |
| 6M | +11.9% | +18.3% | -6.5% | +3.9% |
| YTD | +10.8% | +51.5% | -40.7% | -5.3% |
| 1Y | +17.5% | +70.3% | -52.8% | -4.0% |
| 3Y | +59.9% | +210.6% | -150.7% | +1.1% |
| 5Y | +64.1% | +456.7% | -392.5% | -19.9% |
| 10Y | +246.2% | +2,396.1% | -2,149.9% | -17.7% |
| All | +246.2% | +2,399.9% | -2,153.7% | -17.7% |
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