-5.2%
DASH vs PWR
+657.6%
-662.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -2.5% |
| 7D | +0.4% | -12.9% | +13.2% | +4.7% |
| 30D | -6.0% | -22.8% | +16.8% | +2.6% |
| 3M | -15.8% | -19.0% | +3.3% | -10.5% |
| 6M | +7.0% | -31.1% | +38.1% | +19.5% |
| YTD | -20.7% | +28.2% | -48.9% | -37.4% |
| 1Y | -8.5% | +22.2% | -30.7% | -26.3% |
| 3Y | +101.8% | +222.1% | -120.3% | -13.9% |
| 5Y | -9.6% | +364.1% | -373.6% | -70.6% |
| All | -5.2% | +657.6% | -662.8% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling