+72.9%
PBR vs ALHC
-51.4%
+124.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +10.1% | -17.1% | -6.7% |
| 7D | -11.0% | -0.5% | -10.5% | -10.8% |
| 30D | -18.8% | -4.2% | -14.5% | -18.7% |
| 3M | +7.8% | -39.8% | +47.6% | +5.9% |
| 6M | -7.6% | -57.7% | +50.2% | -10.3% |
| YTD | +72.7% | -58.8% | +131.4% | +66.0% |
| 1Y | +72.9% | -52.4% | +125.3% | +69.5% |
| All | +72.9% | -51.4% | +124.4% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling