+55.6%
PAAS vs ALHC
-65.3%
+120.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -5.2% | -5.5% | +0.3% | -4.8% |
| 30D | -13.9% | -4.9% | -9.0% | -13.6% |
| 3M | -23.8% | -41.7% | +18.0% | -20.8% |
| 6M | -36.4% | -55.2% | +18.8% | -32.9% |
| YTD | -23.4% | -61.1% | +37.7% | -18.5% |
| 1Y | +5.6% | -53.3% | +59.0% | +10.5% |
| 3Y | +209.7% | +28.2% | +181.5% | +181.7% |
| 5Y | +55.6% | -65.8% | +121.4% | +59.6% |
| All | +55.6% | -65.3% | +120.8% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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