+32.4%
PWR vs DTE
+5.6%
+26.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.4% | -14.1% | -12.2% |
| 7D | -4.4% | +4.2% | -8.6% | -5.5% |
| 30D | -15.1% | +10.0% | -25.1% | -17.9% |
| 3M | -16.2% | -2.1% | -14.2% | -15.4% |
| 6M | -23.3% | -4.7% | -18.7% | -22.5% |
| YTD | +37.6% | +9.3% | +28.3% | +29.0% |
| 1Y | +32.4% | +6.6% | +25.8% | +26.0% |
| All | +32.4% | +5.6% | +26.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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