+222.2%
PWR vs ALHC
+21.9%
+200.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +6.3% |
| 7D | -12.9% | +1.0% | -13.8% | -12.8% |
| 30D | -22.8% | -14.2% | -8.7% | -22.7% |
| 3M | -19.0% | -45.1% | +26.1% | -18.1% |
| 6M | -31.1% | -59.5% | +28.4% | -30.2% |
| YTD | +28.3% | -62.8% | +91.1% | +30.1% |
| 1Y | +22.2% | -55.5% | +77.7% | +23.4% |
| 3Y | +222.2% | +25.7% | +196.5% | +213.9% |
| All | +222.2% | +21.9% | +200.3% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling