+67.1%
PWR vs DD
+34.9%
+32.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +4.2% | -3.5% | +7.7% | +5.7% |
| 30D | -4.0% | -11.7% | +7.6% | +0.9% |
| 3M | -4.8% | -9.2% | +4.5% | -0.9% |
| 6M | +14.6% | -7.2% | +21.8% | +18.4% |
| YTD | +54.2% | +6.6% | +47.6% | +52.6% |
| 1Y | +67.1% | +32.0% | +35.1% | +55.5% |
| All | +67.1% | +34.9% | +32.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling