+1,796.7%
PWR vs DAR
+269.9%
+1,526.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -11.2% | -3.8% | -7.4% | -9.8% |
| 30D | -17.4% | -14.4% | -3.0% | -12.7% |
| 3M | -11.7% | -17.9% | +6.2% | -5.8% |
| 6M | -21.7% | -18.3% | -3.4% | -16.6% |
| YTD | +38.3% | +43.2% | -5.0% | +20.6% |
| 1Y | +29.6% | +57.7% | -28.1% | +9.0% |
| 3Y | +236.1% | +22.7% | +213.4% | +190.3% |
| 5Y | +406.3% | -34.0% | +440.4% | +438.3% |
| 10Y | +1,796.7% | +279.5% | +1,517.2% | +863.4% |
| All | +1,796.7% | +269.9% | +1,526.8% | +863.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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