+1,897.8%
PWR vs DBX
+22.6%
+1,875.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.7% | +4.9% |
| 7D | +4.2% | +2.1% | +2.1% | +3.7% |
| 30D | -4.0% | +5.7% | -9.8% | -5.4% |
| 3M | -4.8% | +31.8% | -36.6% | -11.0% |
| 6M | +14.6% | +37.5% | -22.8% | +4.7% |
| YTD | +54.2% | +27.9% | +26.3% | +43.0% |
| 1Y | +67.1% | +15.0% | +52.1% | +58.7% |
| 3Y | +218.5% | +27.2% | +191.3% | +188.5% |
| 5Y | +466.3% | +12.8% | +453.5% | +412.8% |
| All | +1,897.8% | +22.6% | +1,875.2% | +1,478.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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