+8,589.7%
PWR vs DTE
+1,376.5%
+7,213.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.9% |
| 7D | +4.5% | +0.9% | +3.6% | +4.1% |
| 30D | -4.9% | -1.9% | -3.0% | -3.9% |
| 3M | -7.9% | -3.3% | -4.6% | -6.6% |
| 6M | +18.3% | -7.1% | +25.5% | +22.3% |
| YTD | +51.5% | +8.1% | +43.4% | +45.0% |
| 1Y | +70.3% | +5.3% | +65.1% | +65.1% |
| 3Y | +210.6% | +48.2% | +162.4% | +146.9% |
| 5Y | +456.7% | +33.2% | +423.4% | +362.1% |
| 10Y | +2,396.1% | +137.5% | +2,258.6% | +1,366.2% |
| All | +8,589.7% | +1,376.5% | +7,213.2% | +2,324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling