+1,831.6%
PWR vs DG
+105.2%
+1,726.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | -8.9% | +3.2% | -12.1% | -9.5% |
| 3M | -10.5% | +10.4% | -20.9% | -12.1% |
| 6M | -22.2% | +33.2% | -55.3% | -26.1% |
| YTD | +42.7% | +3.0% | +39.8% | +40.7% |
| 1Y | +41.1% | +31.2% | +9.9% | +33.1% |
| 3Y | +242.7% | +21.8% | +220.9% | +215.1% |
| 5Y | +418.5% | -35.0% | +453.5% | +460.7% |
| All | +1,831.6% | +105.2% | +1,726.4% | +1,393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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