+4.0%
PEP vs ALHC
-65.3%
+69.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +1.1% | -5.5% | +6.6% | +1.2% |
| 30D | +13.6% | -4.9% | +18.6% | +13.7% |
| 3M | +5.1% | -41.7% | +46.8% | +6.2% |
| 6M | -1.6% | -55.2% | +53.6% | -0.3% |
| YTD | +3.3% | -61.1% | +64.4% | +4.9% |
| 1Y | +3.2% | -53.3% | +56.6% | +4.3% |
| 3Y | -3.9% | +28.2% | -32.1% | -7.2% |
| 5Y | +4.0% | -65.8% | +69.8% | -0.3% |
| All | +4.0% | -65.3% | +69.3% | -0.3% |
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