+66.4%
PBR vs ALHC
+22.7%
+43.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -29.3% | -10.6% | -18.7% | -29.4% |
| 3M | +5.5% | -45.3% | +50.8% | +4.4% |
| 6M | -2.9% | -59.7% | +56.8% | -4.4% |
| YTD | +61.5% | -62.7% | +124.2% | +58.7% |
| 1Y | +46.9% | -56.1% | +103.0% | +44.6% |
| 3Y | +66.4% | +21.3% | +45.2% | +62.0% |
| All | +66.4% | +22.7% | +43.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling