+411.1%
PWR vs DD
+67.2%
+343.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +11.3% | +5.0% | +6.3% | +8.8% |
| 30D | -8.9% | +19.7% | -28.6% | -16.1% |
| 3M | -10.5% | +7.2% | -17.7% | -13.2% |
| 6M | -22.2% | +1.0% | -23.2% | -22.5% |
| YTD | +42.7% | +29.1% | +13.6% | +25.7% |
| 1Y | +41.1% | +28.5% | +12.6% | +24.5% |
| 3Y | +242.7% | +89.4% | +153.3% | +139.7% |
| All | +411.1% | +67.2% | +343.9% | +275.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling