+242.7%
PWR vs ALHC
+22.7%
+220.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | -8.9% | -10.6% | +1.7% | -8.7% |
| 3M | -10.5% | -45.3% | +34.8% | -9.5% |
| 6M | -22.2% | -59.7% | +37.5% | -21.1% |
| YTD | +42.7% | -62.7% | +105.5% | +44.8% |
| 1Y | +41.1% | -56.1% | +97.2% | +42.5% |
| 3Y | +242.7% | +21.3% | +221.5% | +225.5% |
| All | +242.7% | +22.7% | +220.1% | +225.5% |
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