+212.8%
PWR vs DG
+7.4%
+205.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.4% | +2.2% |
| 7D | +4.5% | -2.5% | +7.0% | +4.4% |
| 30D | -4.9% | +1.0% | -5.9% | -4.8% |
| 3M | -7.9% | +20.3% | -28.2% | -7.6% |
| 6M | +18.3% | -11.7% | +30.1% | +19.0% |
| YTD | +51.5% | -2.3% | +53.8% | +52.2% |
| 1Y | +70.3% | +20.0% | +50.3% | +70.8% |
| All | +212.8% | +7.4% | +205.4% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling