+58.7%
PWR vs DT
+1.8%
+57.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.1% |
| 7D | -0.2% | -2.5% | +2.3% | -0.5% |
| 30D | -7.7% | +3.5% | -11.3% | -7.2% |
| 3M | -4.9% | +26.7% | -31.6% | -2.0% |
| 6M | +9.7% | +36.1% | -26.4% | +13.9% |
| YTD | +46.7% | +18.6% | +28.0% | +55.8% |
| 1Y | +58.7% | +7.9% | +50.8% | +72.8% |
| All | +58.7% | +1.8% | +57.0% | +72.8% |
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