+411.1%
PWR vs DG
-35.8%
+446.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | -8.9% | +3.2% | -12.1% | -9.0% |
| 3M | -10.5% | +10.4% | -20.9% | -10.9% |
| 6M | -22.2% | +33.2% | -55.3% | -23.6% |
| YTD | +42.7% | +3.0% | +39.8% | +42.5% |
| 1Y | +41.1% | +31.2% | +9.9% | +38.1% |
| 3Y | +242.7% | +21.8% | +220.9% | +232.0% |
| All | +411.1% | -35.8% | +446.9% | +460.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling