+68.0%
PWR vs ALC
-14.0%
+82.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | +2.7% | -5.3% | +7.9% | +2.8% |
| 30D | -5.1% | -7.1% | +1.9% | -5.0% |
| 3M | -9.4% | +0.8% | -10.2% | -9.6% |
| 6M | +10.4% | -16.0% | +26.4% | +13.2% |
| YTD | +48.6% | -12.7% | +61.4% | +52.2% |
| 1Y | +68.0% | -12.8% | +80.9% | +72.7% |
| All | +68.0% | -14.0% | +82.0% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling