+34.4%
PEG vs ALHC
-27.5%
+61.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -2.6% | -5.4% | +2.8% | -2.4% |
| 3M | -7.6% | -32.1% | +24.5% | -6.5% |
| 6M | -12.2% | -28.5% | +16.3% | -11.6% |
| YTD | -8.1% | -34.0% | +26.0% | -7.3% |
| 1Y | -7.0% | -20.9% | +14.0% | -6.8% |
| 3Y | +30.6% | +151.5% | -121.0% | +23.3% |
| 5Y | +34.4% | -28.8% | +63.2% | +34.4% |
| All | +34.4% | -27.5% | +61.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling