-22.2%
PWR vs DT
+9.6%
-31.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.5% | +4.4% |
| 7D | +4.7% | -5.4% | +10.2% | +3.9% |
| 30D | -12.5% | -32.2% | +19.7% | -17.6% |
| 3M | -9.3% | -10.9% | +1.6% | -9.8% |
| 6M | -22.2% | +10.0% | -32.1% | -18.8% |
| All | -22.2% | +9.6% | -31.8% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling