+1,536.1%
PWR vs ALC
+20.4%
+1,515.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +2.7% | -5.3% | +7.9% | +5.0% |
| 30D | -5.1% | -7.1% | +1.9% | -2.3% |
| 3M | -9.4% | +0.8% | -10.2% | -10.4% |
| 6M | +10.4% | -16.0% | +26.4% | +17.6% |
| YTD | +48.6% | -12.7% | +61.4% | +54.9% |
| 1Y | +68.0% | -12.8% | +80.9% | +74.5% |
| 3Y | +204.7% | -15.8% | +220.6% | +212.6% |
| 5Y | +451.9% | -16.7% | +468.6% | +458.9% |
| All | +1,536.1% | +20.4% | +1,515.7% | +1,098.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling