+1,421.9%
PWR vs ALC
+30.3%
+1,391.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -11.2% | +2.3% | -13.6% | -12.4% |
| 30D | -17.4% | +15.5% | -32.9% | -22.8% |
| 3M | -11.7% | +0.6% | -12.3% | -12.9% |
| 6M | -21.7% | +18.4% | -40.1% | -28.7% |
| YTD | +38.3% | -5.6% | +43.8% | +38.1% |
| 1Y | +29.6% | 0.0% | +29.5% | +25.6% |
| 3Y | +236.1% | +2.8% | +233.3% | +210.0% |
| 5Y | +406.3% | -8.8% | +415.1% | +389.7% |
| All | +1,421.9% | +30.3% | +1,391.7% | +969.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling