+8,589.7%
PWR vs DVA
+1,758.7%
+6,831.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.5% | +2.8% |
| 7D | +4.5% | +2.2% | +2.3% | +4.0% |
| 30D | -4.9% | -2.0% | -2.9% | -4.6% |
| 3M | -7.9% | -6.3% | -1.6% | -7.3% |
| 6M | +18.3% | +19.4% | -1.1% | +12.3% |
| YTD | +51.5% | +58.5% | -7.0% | +33.9% |
| 1Y | +70.3% | +33.9% | +36.5% | +55.8% |
| 3Y | +210.6% | +88.4% | +122.2% | +157.1% |
| 5Y | +456.7% | +39.5% | +417.2% | +377.7% |
| 10Y | +2,396.1% | +179.5% | +2,216.6% | +1,671.5% |
| All | +8,589.7% | +1,758.7% | +6,831.0% | +3,806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling