+411.1%
PWR vs ALK
-31.3%
+442.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +11.3% | -1.2% | +12.5% | +11.7% |
| 30D | -8.9% | +7.7% | -16.6% | -11.1% |
| 3M | -10.5% | -19.0% | +8.5% | -6.0% |
| 6M | -22.2% | -0.2% | -22.0% | -23.4% |
| YTD | +42.7% | -23.5% | +66.2% | +49.0% |
| 1Y | +41.1% | -9.1% | +50.2% | +39.9% |
| 3Y | +242.7% | +12.0% | +230.7% | +192.1% |
| All | +411.1% | -31.3% | +442.5% | +408.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling