+438.6%
PWR vs DVA
+40.8%
+397.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -7.7% | +1.7% | -9.4% | -7.9% |
| 3M | -4.9% | -8.7% | +3.7% | -4.5% |
| 6M | +9.7% | +19.7% | -9.9% | +6.5% |
| YTD | +46.7% | +59.6% | -12.9% | +36.7% |
| 1Y | +58.7% | +37.1% | +21.6% | +50.8% |
| 3Y | +200.7% | +89.8% | +110.9% | +170.6% |
| 5Y | +438.6% | +47.4% | +391.2% | +432.0% |
| All | +438.6% | +40.8% | +397.7% | +432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling