-67.3%
ALHC vs PSLV
+79.9%
-147.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | +0.3% | -6.3% | +6.6% | +0.7% |
| 30D | -10.6% | -12.7% | +2.1% | -9.8% |
| 3M | -45.3% | -24.7% | -20.6% | -44.4% |
| 6M | -59.7% | -44.6% | -15.1% | -58.3% |
| YTD | -62.7% | -33.3% | -29.5% | -62.3% |
| 1Y | -56.1% | -8.6% | -47.5% | -56.8% |
| 3Y | +21.3% | +108.2% | -86.9% | +5.7% |
| All | -67.3% | +79.9% | -147.2% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling