+1,817.5%
PWR vs DBX
+20.1%
+1,797.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.2% |
| 7D | +3.6% | -2.4% | +6.0% | +4.1% |
| 30D | -8.6% | -0.5% | -8.1% | -8.7% |
| 3M | -13.2% | +28.1% | -41.2% | -18.4% |
| 6M | +9.9% | +33.1% | -23.2% | +1.1% |
| YTD | +48.0% | +25.3% | +22.7% | +37.9% |
| 1Y | +66.2% | +18.3% | +47.8% | +56.4% |
| 3Y | +195.1% | +25.0% | +170.1% | +168.3% |
| 5Y | +442.6% | +7.5% | +435.0% | +396.2% |
| All | +1,817.5% | +20.1% | +1,797.4% | +1,421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling