-27.2%
ALHC vs PSLV
+132.0%
-159.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -6.9% | -3.5% | -3.4% | -6.6% |
| 30D | -6.7% | -2.1% | -4.6% | -6.6% |
| 3M | -37.7% | -1.6% | -36.1% | -37.8% |
| 6M | -30.0% | -25.5% | -4.5% | -28.6% |
| YTD | -36.2% | -11.4% | -24.7% | -36.8% |
| 1Y | -22.9% | +48.6% | -71.5% | -28.6% |
| 3Y | +138.4% | +166.9% | -28.5% | +93.9% |
| 5Y | -32.8% | +152.4% | -185.2% | -44.2% |
| All | -27.2% | +132.0% | -159.2% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling