+222.2%
PWR vs ALK
+16.0%
+206.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.6% | +6.1% |
| 7D | -12.9% | +9.0% | -21.9% | -14.6% |
| 30D | -22.8% | -1.6% | -21.2% | -22.8% |
| 3M | -19.0% | -23.2% | +4.2% | -14.7% |
| 6M | -31.1% | -3.9% | -27.2% | -31.3% |
| YTD | +28.3% | -22.6% | +50.8% | +32.4% |
| 1Y | +22.2% | -5.3% | +27.5% | +20.8% |
| 3Y | +222.2% | +18.6% | +203.6% | +199.3% |
| All | +222.2% | +16.0% | +206.2% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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