-5.1%
DASH vs PWR
+613.0%
-618.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.3% | +2.9% | -4.6% |
| 7D | +0.5% | -19.9% | +20.4% | +8.4% |
| 30D | -7.1% | -29.3% | +22.2% | +5.1% |
| 3M | -13.2% | -25.5% | +12.3% | -4.7% |
| 6M | +8.3% | -34.0% | +42.3% | +22.9% |
| YTD | -20.6% | +20.7% | -41.2% | -35.7% |
| 1Y | -24.4% | +12.3% | -36.7% | -36.6% |
| 3Y | +94.5% | +201.9% | -107.3% | -14.7% |
| 5Y | -9.4% | +336.8% | -346.2% | -69.8% |
| All | -5.1% | +613.0% | -618.1% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling