+2,521.4%
PWR vs DGX
+255.3%
+2,266.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.6% |
| 7D | +4.2% | -0.9% | +5.1% | +4.5% |
| 30D | -4.0% | -1.2% | -2.9% | -3.8% |
| 3M | -4.8% | +15.8% | -20.5% | -9.6% |
| 6M | +14.6% | +18.2% | -3.5% | +7.9% |
| YTD | +54.2% | +37.2% | +17.0% | +37.5% |
| 1Y | +67.1% | +30.4% | +36.8% | +51.2% |
| 3Y | +218.5% | +96.7% | +121.7% | +140.0% |
| 5Y | +466.3% | +67.2% | +399.1% | +349.6% |
| All | +2,521.4% | +255.3% | +2,266.1% | +1,377.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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