+2,521.4%
PWR vs CAH
+294.8%
+2,226.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.3% |
| 7D | +4.2% | -5.1% | +9.3% | +5.7% |
| 30D | -4.0% | +0.2% | -4.2% | -4.2% |
| 3M | -4.8% | +6.3% | -11.1% | -6.7% |
| 6M | +14.6% | +9.4% | +5.2% | +11.0% |
| YTD | +54.2% | +15.0% | +39.3% | +47.0% |
| 1Y | +67.1% | +55.4% | +11.7% | +44.8% |
| 3Y | +218.5% | +173.8% | +44.6% | +127.0% |
| 5Y | +466.3% | +395.2% | +71.1% | +226.9% |
| All | +2,521.4% | +294.8% | +2,226.6% | +1,348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling