-52.4%
ALHC vs PSLV
+7.9%
-60.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +6.0% | +4.2% | +9.7% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | -4.2% | -14.2% | +9.9% | -3.7% |
| 3M | -39.8% | -12.2% | -27.5% | -39.6% |
| 6M | -57.7% | -28.1% | -29.7% | -57.1% |
| YTD | -58.8% | -28.2% | -30.6% | -58.1% |
| 1Y | -52.4% | +9.1% | -61.5% | -54.2% |
| All | -52.4% | +7.9% | -60.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling