-100.0%
DFNS vs PWR
+1,361.5%
-1,461.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.4% | +14.2% | +12.7% |
| 7D | -37.0% | -11.2% | -25.7% | -38.1% |
| 30D | -63.4% | -17.4% | -46.0% | -64.4% |
| 3M | -94.1% | -11.7% | -82.3% | -94.2% |
| 6M | -96.3% | -21.7% | -74.6% | -96.5% |
| YTD | -99.6% | +38.3% | -137.8% | -99.5% |
| 1Y | -99.7% | +29.6% | -129.3% | -99.7% |
| 3Y | -100.0% | +236.1% | -336.1% | -100.0% |
| 5Y | -100.0% | +406.3% | -506.3% | -100.0% |
| All | -100.0% | +1,361.5% | -1,461.5% | -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