+84.3%
PAAS vs ALHC
-28.9%
+113.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +6.8% | -1.0% | +7.8% | +6.8% |
| 3M | -2.9% | -10.2% | +7.3% | -2.8% |
| 6M | -16.4% | -28.3% | +11.9% | -14.9% |
| YTD | 0.0% | -31.4% | +31.5% | +2.1% |
| 1Y | +54.3% | -16.9% | +71.3% | +54.5% |
| 3Y | +230.7% | +135.5% | +95.2% | +183.9% |
| 5Y | +111.6% | -33.6% | +145.3% | +102.7% |
| All | +84.3% | -28.9% | +113.2% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling