+206.9%
PWR vs GEHC
+0.3%
+206.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | +2.7% | -7.6% | +10.3% | +4.2% |
| 30D | -5.1% | -10.7% | +5.5% | -3.2% |
| 3M | -9.4% | -1.2% | -8.2% | -10.0% |
| 6M | +10.4% | -13.7% | +24.2% | +13.4% |
| YTD | +48.6% | -20.4% | +69.1% | +55.4% |
| 1Y | +68.0% | -17.0% | +85.1% | +72.6% |
| All | +206.9% | +0.3% | +206.6% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling