+469.4%
PWR vs DGX
+66.8%
+402.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.9% |
| 7D | +4.2% | -0.9% | +5.1% | +4.3% |
| 30D | -4.0% | -1.2% | -2.9% | -3.9% |
| 3M | -4.8% | +15.8% | -20.5% | -7.2% |
| 6M | +14.6% | +18.2% | -3.5% | +11.2% |
| YTD | +54.2% | +37.2% | +17.0% | +45.5% |
| 1Y | +67.1% | +30.4% | +36.8% | +58.9% |
| 3Y | +218.5% | +96.7% | +121.7% | +167.0% |
| All | +469.4% | +66.8% | +402.6% | +395.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling