+222.2%
PWR vs D
+79.5%
+142.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.7% | +6.2% |
| 7D | -12.9% | +3.0% | -15.8% | -12.8% |
| 30D | -22.8% | +11.5% | -34.3% | -23.0% |
| 3M | -19.0% | +3.7% | -22.7% | -18.8% |
| 6M | -31.1% | +13.5% | -44.6% | -31.4% |
| YTD | +28.3% | +20.7% | +7.5% | +27.4% |
| 1Y | +22.2% | +18.2% | +4.0% | +21.5% |
| 3Y | +222.2% | +73.3% | +148.9% | +200.9% |
| All | +222.2% | +79.5% | +142.6% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling