+333.4%
PWR vs GEHC
+10.0%
+323.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +3.6% | -4.0% | +7.6% | +4.4% |
| 30D | -8.6% | -2.0% | -6.6% | -8.3% |
| 3M | -13.2% | +8.0% | -21.1% | -15.4% |
| 6M | +9.9% | -12.8% | +22.7% | +12.8% |
| YTD | +48.0% | -15.9% | +64.0% | +52.7% |
| 1Y | +66.2% | -6.9% | +73.1% | +65.5% |
| 3Y | +195.1% | 0.0% | +195.2% | +181.2% |
| All | +333.4% | +10.0% | +323.4% | +303.0% |
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