+4.4%
PEP vs ALHC
-66.2%
+70.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 3M | +4.5% | -45.3% | +49.9% | +5.8% |
| 6M | -0.5% | -59.7% | +59.2% | +1.1% |
| YTD | +4.4% | -62.7% | +67.2% | +6.1% |
| 1Y | +4.4% | -56.1% | +60.5% | +5.6% |
| 3Y | -3.4% | +21.3% | -24.6% | -6.6% |
| All | +4.4% | -66.2% | +70.7% | -0.8% |
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 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