+66.2%
PWR vs DT
+4.0%
+62.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.5% |
| 7D | +3.6% | -3.3% | +6.9% | +3.2% |
| 30D | -8.6% | +2.0% | -10.6% | -8.2% |
| 3M | -13.2% | +20.0% | -33.2% | -10.6% |
| 6M | +9.9% | +39.3% | -29.4% | +14.9% |
| YTD | +48.0% | +19.8% | +28.3% | +56.1% |
| 1Y | +66.2% | +4.3% | +61.9% | +76.8% |
| All | +66.2% | +4.0% | +62.1% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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