+202.9%
PWR vs DTE
+45.3%
+157.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -7.7% | -2.4% | -5.3% | -7.2% |
| 3M | -4.9% | -7.3% | +2.4% | -3.7% |
| 6M | +9.7% | -7.6% | +17.4% | +11.2% |
| YTD | +46.7% | +5.8% | +40.9% | +45.3% |
| 1Y | +58.7% | +2.3% | +56.4% | +58.1% |
| All | +202.9% | +45.3% | +157.5% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling