-100.0%
DFNS vs PWR
+1,255.6%
-1,355.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.3% | -18.5% | -11.5% |
| 7D | -44.0% | -12.9% | -31.2% | -45.0% |
| 30D | -69.1% | -22.8% | -46.3% | -70.2% |
| 3M | -95.6% | -19.0% | -76.6% | -95.8% |
| 6M | -96.2% | -31.1% | -65.1% | -96.5% |
| YTD | -99.6% | +28.3% | -127.9% | -99.6% |
| 1Y | -99.7% | +22.2% | -122.0% | -99.7% |
| 3Y | -100.0% | +222.2% | -322.2% | -100.0% |
| 5Y | -100.0% | +364.2% | -464.1% | -100.0% |
| All | -100.0% | +1,255.6% | -1,355.6% | -100.0% |
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