+67.1%
PWR vs CAH
+57.9%
+9.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.2% |
| 7D | +4.2% | -5.1% | +9.3% | +4.4% |
| 30D | -4.0% | +0.2% | -4.2% | -4.1% |
| 3M | -4.8% | +6.3% | -11.1% | -5.4% |
| 6M | +14.6% | +9.4% | +5.2% | +14.2% |
| YTD | +54.2% | +15.0% | +39.3% | +52.8% |
| 1Y | +67.1% | +55.4% | +11.7% | +63.3% |
| All | +67.1% | +57.9% | +9.2% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling