+652.6%
PBR vs ALHC
-59.6%
+712.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -9.1% | -5.5% | -3.6% | -9.1% |
| 30D | -29.9% | -4.9% | -25.0% | -29.9% |
| 3M | +2.3% | -41.7% | +44.0% | +2.7% |
| 6M | -10.9% | -55.2% | +44.3% | -10.5% |
| YTD | +56.9% | -61.1% | +118.0% | +57.8% |
| 1Y | +38.0% | -53.3% | +91.4% | +38.3% |
| 3Y | +64.8% | +28.2% | +36.6% | +58.4% |
| 5Y | +447.1% | -65.8% | +512.9% | +455.7% |
| All | +652.6% | -59.6% | +712.2% | +655.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling