+222.1%
PWR vs DOCN
+189.9%
+32.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.7% | +5.7% |
| 7D | -12.9% | -19.2% | +6.3% | -8.7% |
| 30D | -22.8% | -43.1% | +20.2% | -13.9% |
| 3M | -19.0% | -40.7% | +21.7% | -11.2% |
| 6M | -31.1% | -55.0% | +23.9% | -21.5% |
| YTD | +28.2% | +50.6% | -22.4% | +11.6% |
| 1Y | +22.2% | +54.0% | -31.7% | +5.7% |
| 3Y | +222.1% | +203.9% | +18.2% | +164.7% |
| All | +222.1% | +189.9% | +32.2% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling