+245.1%
PWR vs ALK
+14.9%
+230.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.7% |
| 7D | +19.1% | +0.9% | +18.2% | +18.9% |
| 30D | -12.0% | +3.3% | -15.3% | -12.8% |
| 3M | -10.6% | -17.6% | +7.0% | -7.2% |
| 6M | -20.8% | +0.8% | -21.6% | -21.7% |
| YTD | +43.7% | -22.4% | +66.1% | +48.3% |
| 1Y | +35.0% | -10.1% | +45.0% | +34.9% |
| All | +245.1% | +14.9% | +230.3% | +224.1% |
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