+9,127.8%
PWR vs DLR
+3,477.6%
+5,650.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.7% | -2.0% | +6.8% | +6.1% |
| 30D | -12.5% | +0.5% | -13.0% | -12.5% |
| 3M | -9.3% | -4.4% | -4.9% | -7.0% |
| 6M | -22.2% | -6.4% | -15.7% | -19.9% |
| YTD | +44.2% | +19.5% | +24.7% | +32.3% |
| 1Y | +35.5% | +10.5% | +25.0% | +29.1% |
| 3Y | +250.4% | +54.0% | +196.4% | +184.3% |
| 5Y | +425.6% | +39.7% | +385.9% | +333.7% |
| 10Y | +1,874.2% | +189.5% | +1,684.7% | +952.3% |
| All | +9,127.8% | +3,477.6% | +5,650.2% | +1,442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling