+8,313.4%
PWR vs DGX
+8,022.4%
+291.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | -0.2% | -3.5% | +3.2% | +1.0% |
| 30D | -7.7% | -2.7% | -5.1% | -7.0% |
| 3M | -4.9% | +13.9% | -18.8% | -9.5% |
| 6M | +9.7% | +16.0% | -6.3% | +3.5% |
| YTD | +46.7% | +34.9% | +11.7% | +31.0% |
| 1Y | +58.7% | +30.6% | +28.2% | +42.9% |
| 3Y | +200.7% | +93.0% | +107.7% | +130.8% |
| 5Y | +438.6% | +64.4% | +374.1% | +332.6% |
| 10Y | +2,392.1% | +248.1% | +2,144.0% | +1,387.5% |
| All | +8,313.4% | +8,022.4% | +291.0% | +2,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling