+32.4%
PWR vs DRI
+34.0%
-1.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.1% | -16.8% | -10.8% |
| 7D | -4.4% | +6.5% | -10.8% | -3.4% |
| 30D | -15.1% | +16.4% | -31.5% | -13.6% |
| 3M | -16.2% | +13.6% | -29.9% | -14.8% |
| 6M | -23.3% | +22.0% | -45.4% | -22.9% |
| YTD | +37.6% | +29.3% | +8.3% | +36.3% |
| 1Y | +32.4% | +32.0% | +0.4% | +30.0% |
| All | +32.4% | +34.0% | -1.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling