+77.1%
PBR vs ALHC
-19.3%
+96.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.4% |
| 7D | +0.3% | -4.1% | +4.5% | +0.2% |
| 30D | +17.5% | -5.4% | +23.0% | +17.3% |
| 3M | +20.9% | -32.1% | +53.0% | +19.4% |
| 6M | +20.2% | -28.5% | +48.7% | +19.0% |
| YTD | +84.3% | -34.0% | +118.3% | +79.7% |
| 1Y | +77.1% | -20.9% | +98.0% | +70.0% |
| All | +77.1% | -19.3% | +96.4% | +70.0% |
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