+1,567.6%
PWR vs ALC
+21.6%
+1,546.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.2% |
| 7D | +4.5% | -3.7% | +8.2% | +6.1% |
| 30D | -4.9% | -3.7% | -1.1% | -3.6% |
| 3M | -7.9% | +4.6% | -12.4% | -10.4% |
| 6M | +18.3% | -14.6% | +32.9% | +25.2% |
| YTD | +51.5% | -11.9% | +63.4% | +57.2% |
| 1Y | +70.3% | -13.1% | +83.5% | +77.3% |
| 3Y | +210.6% | -15.0% | +225.6% | +217.2% |
| 5Y | +456.7% | -16.2% | +472.9% | +462.8% |
| All | +1,567.6% | +21.6% | +1,546.0% | +1,116.8% |
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