+1,831.6%
PWR vs DLR
+188.2%
+1,643.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +11.3% | +3.3% | +8.0% | +9.8% |
| 30D | -8.9% | +4.6% | -13.5% | -10.4% |
| 3M | -10.5% | -8.3% | -2.2% | -6.9% |
| 6M | -22.2% | -5.6% | -16.5% | -20.4% |
| YTD | +42.7% | +18.7% | +24.0% | +33.0% |
| 1Y | +41.1% | +17.1% | +24.0% | +32.3% |
| 3Y | +242.7% | +54.4% | +188.4% | +191.1% |
| 5Y | +418.5% | +36.5% | +382.1% | +349.5% |
| All | +1,831.6% | +188.2% | +1,643.4% | +1,360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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