-16.8%
DASH vs PWR
+400.1%
-416.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -2.8% | -11.2% | +8.5% | +1.0% |
| 30D | -9.3% | -17.4% | +8.1% | -3.3% |
| 3M | -15.1% | -11.7% | -3.3% | -12.8% |
| 6M | +8.7% | -21.7% | +30.4% | +15.4% |
| YTD | -21.3% | +38.3% | -59.6% | -41.6% |
| 1Y | -12.7% | +29.6% | -42.2% | -33.0% |
| 3Y | +103.8% | +236.1% | -132.4% | -26.3% |
| 5Y | -16.8% | +406.3% | -423.1% | -81.7% |
| All | -16.8% | +400.1% | -416.9% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling