+141.2%
ALHC vs PSLV
+165.1%
-23.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.9% |
| 7D | -5.8% | -4.9% | -0.9% | -5.7% |
| 30D | -3.3% | -1.9% | -1.5% | -3.3% |
| 3M | -37.9% | +4.2% | -42.1% | -38.2% |
| 6M | -29.5% | -27.6% | -1.9% | -29.2% |
| YTD | -35.4% | -11.7% | -23.7% | -34.7% |
| 1Y | -22.4% | +49.3% | -71.8% | -21.0% |
| All | +141.2% | +165.1% | -23.9% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling