+602.2%
PWR vs ALHC
-60.6%
+662.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +19.1% | -0.8% | +19.9% | +19.1% |
| 30D | -12.0% | -9.6% | -2.4% | -11.5% |
| 3M | -10.6% | -44.5% | +33.9% | -7.6% |
| 6M | -20.8% | -59.2% | +38.4% | -17.3% |
| YTD | +43.7% | -62.0% | +105.8% | +50.4% |
| 1Y | +35.0% | -54.8% | +89.8% | +39.3% |
| 3Y | +249.4% | +25.0% | +224.4% | +217.1% |
| 5Y | +422.1% | -65.3% | +487.4% | +414.4% |
| All | +602.2% | -60.6% | +662.8% | +566.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling