+1,687.2%
PWR vs DT
+103.5%
+1,583.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +3.6% | -3.3% | +6.9% | +4.2% |
| 30D | -8.6% | +2.0% | -10.6% | -9.1% |
| 3M | -13.2% | +20.0% | -33.2% | -16.8% |
| 6M | +9.9% | +39.3% | -29.4% | +0.7% |
| YTD | +48.0% | +19.8% | +28.3% | +39.8% |
| 1Y | +66.2% | +4.3% | +61.9% | +61.6% |
| 3Y | +195.1% | +7.7% | +187.4% | +181.6% |
| 5Y | +442.6% | -26.8% | +469.4% | +432.2% |
| All | +1,687.2% | +103.5% | +1,583.6% | +1,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling