+32.4%
PWR vs DT
-5.1%
+37.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -0.5% | -11.1% | -11.7% |
| 7D | -4.4% | -25.5% | +21.2% | -8.2% |
| 30D | -15.1% | -22.3% | +7.2% | -17.9% |
| 3M | -16.2% | +2.3% | -18.6% | -15.2% |
| 6M | -23.3% | +20.7% | -44.1% | -20.2% |
| YTD | +37.6% | +7.9% | +29.7% | +44.2% |
| 1Y | +32.4% | -5.7% | +38.1% | +41.4% |
| All | +32.4% | -5.1% | +37.5% | +41.4% |
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