-100.0%
DFNS vs PWR
+423.6%
-523.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.1% | -19.4% |
| 7D | -12.7% | +19.1% | -31.7% | -10.5% |
| 30D | -65.2% | -12.0% | -53.2% | -66.1% |
| 3M | -94.6% | -10.6% | -84.0% | -94.7% |
| 6M | -96.2% | -20.8% | -75.4% | -96.5% |
| YTD | -99.6% | +43.7% | -143.3% | -99.5% |
| 1Y | -99.7% | +35.0% | -134.7% | -99.7% |
| 3Y | -100.0% | +249.4% | -349.4% | -100.0% |
| 5Y | -100.0% | +422.1% | -522.1% | -100.0% |
| All | -100.0% | +423.6% | -523.6% | -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 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