+7.4%
DASH vs PWR
+443.9%
-436.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | -10.6% | +3.6% | -14.2% | -12.0% |
| 30D | +2.2% | -8.6% | +10.7% | +5.6% |
| 3M | +32.3% | -13.2% | +45.4% | +37.8% |
| 6M | +19.1% | +9.9% | +9.2% | +6.6% |
| YTD | -6.5% | +48.0% | -54.5% | -30.4% |
| 1Y | -14.9% | +66.2% | -81.1% | -41.4% |
| 3Y | +151.9% | +195.1% | -43.2% | +9.6% |
| All | +7.4% | +443.9% | -436.5% | -73.9% |
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