+3.3%
PEP vs ALHC
-63.1%
+66.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.4% |
| 7D | +6.7% | -6.2% | +12.9% | +6.8% |
| 30D | +13.5% | -9.7% | +23.2% | +13.7% |
| 3M | +3.9% | -44.7% | +48.7% | +5.2% |
| 6M | -6.0% | -58.7% | +52.7% | -4.6% |
| YTD | +2.5% | -61.7% | +64.2% | +4.0% |
| 1Y | +3.9% | -55.7% | +59.6% | +5.1% |
| 3Y | -4.7% | +25.6% | -30.2% | -7.9% |
| All | +3.3% | -63.1% | +66.4% | -0.4% |
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