+32.4%
PWR vs ALHC
-51.4%
+83.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +10.1% | -21.8% | -11.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -15.1% | -4.2% | -10.8% | -14.9% |
| 3M | -16.2% | -39.8% | +23.6% | -15.4% |
| 6M | -23.3% | -57.7% | +34.4% | -21.9% |
| YTD | +37.6% | -58.8% | +96.4% | +38.4% |
| 1Y | +32.4% | -52.4% | +84.8% | +27.0% |
| All | +32.4% | -51.4% | +83.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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