+438.6%
PWR vs DLR
+39.0%
+399.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.5% |
| 30D | -7.7% | -2.9% | -4.9% | -6.4% |
| 3M | -4.9% | +3.2% | -8.2% | -7.1% |
| 6M | +9.7% | +3.9% | +5.9% | +7.1% |
| YTD | +46.7% | +21.4% | +25.2% | +32.1% |
| 1Y | +58.7% | +9.7% | +49.0% | +50.3% |
| 3Y | +200.7% | +56.5% | +144.2% | +142.8% |
| 5Y | +438.6% | +41.5% | +397.0% | +355.7% |
| All | +438.6% | +39.0% | +399.5% | +355.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling