-22.2%
PWR vs CAH
+55.6%
-77.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.3% |
| 7D | +11.3% | +3.5% | +7.8% | +12.6% |
| 30D | -8.9% | +13.5% | -22.3% | -4.8% |
| 3M | -10.5% | +21.8% | -32.3% | -5.5% |
| 6M | -22.2% | +51.5% | -73.7% | -18.1% |
| All | -22.2% | +55.6% | -77.7% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling