+317.9%
PWR vs GEHC
+32.6%
+285.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +11.3% | +0.8% | +10.5% | +11.2% |
| 30D | -8.9% | +21.3% | -30.2% | -12.1% |
| 3M | -10.5% | +12.6% | -23.1% | -12.6% |
| 6M | -22.2% | +34.3% | -56.5% | -27.5% |
| YTD | +42.7% | +1.4% | +41.3% | +42.1% |
| 1Y | +41.1% | +12.5% | +28.7% | +35.9% |
| 3Y | +242.7% | +19.2% | +223.5% | +216.7% |
| All | +317.9% | +32.6% | +285.3% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling