+615.4%
PWR vs DOCN
+91.6%
+523.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -11.2% | -12.1% | +0.9% | -8.9% |
| 30D | -17.4% | -41.0% | +23.6% | -9.5% |
| 3M | -11.7% | -38.7% | +27.0% | -4.7% |
| 6M | -21.7% | -51.5% | +29.8% | -12.9% |
| YTD | +38.3% | +65.3% | -27.0% | +21.2% |
| 1Y | +29.6% | +53.9% | -24.3% | +14.9% |
| 3Y | +236.1% | +215.6% | +20.6% | +154.2% |
| 5Y | +406.3% | -26.2% | +432.5% | +321.3% |
| All | +615.4% | +91.6% | +523.8% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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