+200.3%
PWR vs ALHC
+140.1%
+60.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -13.2% | -10.2% | -3.0% | -13.4% |
| 6M | +9.9% | -28.3% | +38.2% | +10.2% |
| YTD | +48.0% | -31.4% | +79.5% | +48.6% |
| 1Y | +66.2% | -16.9% | +83.1% | +65.9% |
| All | +200.3% | +140.1% | +60.2% | +183.1% |
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