+21.6%
PEP vs ALHC
-61.4%
+82.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +12.5% | -10.6% | +23.1% | +12.7% |
| 3M | +4.5% | -45.3% | +49.9% | +5.7% |
| 6M | -0.5% | -59.7% | +59.2% | +0.9% |
| YTD | +4.4% | -62.7% | +67.2% | +5.9% |
| 1Y | +4.4% | -56.1% | +60.5% | +5.4% |
| 3Y | -3.4% | +21.3% | -24.6% | -6.0% |
| 5Y | +5.2% | -66.0% | +71.1% | +2.2% |
| All | +21.6% | -61.4% | +82.9% | +18.7% |
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