-22.2%
ALHC vs PSLV
+138.5%
-160.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.0% | +2.7% | -3.6% | -1.2% |
| 30D | -6.3% | +3.5% | -9.8% | -6.7% |
| 3M | -12.3% | +0.3% | -12.6% | -12.7% |
| 6M | -27.0% | -21.0% | -6.0% | -25.9% |
| YTD | -31.8% | -8.9% | -22.9% | -32.7% |
| 1Y | -17.0% | +54.0% | -71.0% | -23.5% |
| 3Y | +159.8% | +175.4% | -15.6% | +110.7% |
| 5Y | -25.1% | +157.7% | -182.8% | -37.7% |
| All | -22.2% | +138.5% | -160.8% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling