+411.1%
PWR vs CAH
+505.3%
-94.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +11.3% | +3.5% | +7.8% | +10.7% |
| 30D | -8.9% | +13.5% | -22.3% | -10.8% |
| 3M | -10.5% | +21.8% | -32.3% | -13.6% |
| 6M | -22.2% | +51.5% | -73.7% | -28.3% |
| YTD | +42.7% | +38.1% | +4.7% | +33.9% |
| 1Y | +41.1% | +37.7% | +3.4% | +32.4% |
| 3Y | +242.7% | +179.6% | +63.1% | +170.8% |
| All | +411.1% | +505.3% | -94.2% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling