+65.7%
DIA vs PWR
+443.9%
-378.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -0.2% | +3.6% | -3.8% | -0.9% |
| 30D | -1.5% | -8.6% | +7.1% | +0.1% |
| 3M | +3.8% | -13.2% | +16.9% | +6.0% |
| 6M | +10.3% | +9.9% | +0.4% | +6.5% |
| YTD | +12.1% | +48.0% | -35.9% | +1.1% |
| 1Y | +18.6% | +66.2% | -47.5% | +3.8% |
| 3Y | +60.6% | +195.1% | -134.5% | +18.0% |
| All | +65.7% | +443.9% | -378.2% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling