-93.2%
DFNS vs PWR
-9.2%
-84.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.3% | +8.5% | +9.9% |
| 7D | -13.0% | +4.7% | -17.7% | -14.3% |
| 30D | -56.9% | -12.5% | -44.4% | -50.4% |
| 3M | -93.2% | -9.3% | -83.9% | -92.3% |
| All | -93.2% | -9.2% | -84.0% | -92.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling