+18.6%
PEP vs ALHC
-61.8%
+80.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | +1.0% | +3.9% | -2.8% | +1.0% |
| 30D | +12.6% | -3.6% | +16.3% | +12.7% |
| 3M | +3.1% | -49.4% | +52.6% | +4.4% |
| 6M | -6.3% | -59.5% | +53.2% | -5.0% |
| YTD | +1.9% | -63.2% | +65.1% | +3.3% |
| 1Y | +3.3% | -55.5% | +58.8% | +4.3% |
| 3Y | -4.8% | +23.0% | -27.9% | -7.4% |
| 5Y | +2.0% | -65.7% | +67.8% | -0.8% |
| All | +18.6% | -61.8% | +80.4% | +15.8% |
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