+42.8%
PEG vs ALHC
-62.5%
+105.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.4% |
| 7D | +0.9% | +3.9% | -3.0% | +0.7% |
| 30D | +3.8% | -3.6% | +7.4% | +3.9% |
| 3M | +0.1% | -49.4% | +49.5% | +2.2% |
| 6M | -1.0% | -59.5% | +58.5% | +1.5% |
| YTD | -4.1% | -63.2% | +59.1% | -1.6% |
| 1Y | -6.9% | -55.5% | +48.6% | -5.0% |
| 3Y | +35.6% | +23.0% | +12.6% | +31.8% |
| 5Y | +42.8% | -65.7% | +108.5% | +46.5% |
| All | +42.8% | -62.5% | +105.3% | +46.5% |
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 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