+246.1%
PWR vs DLR
+55.0%
+191.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.7% | -2.0% | +6.8% | +6.6% |
| 30D | -12.5% | +0.5% | -13.0% | -12.5% |
| 3M | -9.3% | -4.4% | -4.9% | -6.4% |
| 6M | -22.2% | -6.4% | -15.7% | -19.0% |
| YTD | +44.2% | +19.5% | +24.7% | +28.2% |
| 1Y | +35.5% | +10.5% | +25.0% | +26.6% |
| All | +246.1% | +55.0% | +191.1% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling