+585.2%
PWR vs ALHC
-61.8%
+647.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.3% | +9.4% |
| 7D | -4.8% | +3.9% | -8.6% | -5.0% |
| 30D | -16.2% | -3.6% | -12.6% | -16.1% |
| 3M | -11.9% | -49.4% | +37.5% | -8.5% |
| 6M | -20.6% | -59.5% | +38.9% | -17.0% |
| YTD | +40.3% | -63.2% | +103.4% | +47.1% |
| 1Y | +33.0% | -55.5% | +88.5% | +37.4% |
| 3Y | +250.0% | +23.0% | +227.0% | +217.7% |
| 5Y | +404.2% | -65.7% | +469.9% | +396.8% |
| All | +585.2% | -61.8% | +647.0% | +551.4% |
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