+8,390.6%
PWR vs DD
+491.2%
+7,899.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | +3.6% | -3.5% | +7.1% | +5.4% |
| 30D | -8.6% | -10.3% | +1.7% | -3.4% |
| 3M | -13.2% | -7.5% | -5.6% | -9.7% |
| 6M | +9.9% | -8.0% | +17.9% | +14.3% |
| YTD | +48.0% | +10.5% | +37.6% | +39.4% |
| 1Y | +66.2% | +38.3% | +27.9% | +38.6% |
| 3Y | +195.1% | +42.5% | +152.6% | +135.3% |
| 5Y | +442.6% | +60.2% | +382.4% | +298.1% |
| 10Y | +2,334.2% | +68.9% | +2,265.4% | +1,539.0% |
| All | +8,390.6% | +491.2% | +7,899.4% | +3,039.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling