+210.6%
PWR vs DLR
+57.6%
+153.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.0% |
| 7D | +4.5% | +3.4% | +1.1% | +2.4% |
| 30D | -4.9% | -2.2% | -2.7% | -3.6% |
| 3M | -7.9% | +4.7% | -12.6% | -11.2% |
| 6M | +18.3% | +9.0% | +9.3% | +11.4% |
| YTD | +51.5% | +24.1% | +27.4% | +31.2% |
| 1Y | +70.3% | +20.9% | +49.4% | +49.3% |
| 3Y | +210.6% | +60.0% | +150.6% | +136.6% |
| All | +210.6% | +57.6% | +153.0% | +136.6% |
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