-13.5%
PEP vs ALHC
-27.0%
+13.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | +0.2% | -1.0% | +1.3% | +0.3% |
| 3M | -1.1% | -10.2% | +9.0% | -2.4% |
| 6M | -13.5% | -28.3% | +14.8% | -13.5% |
| All | -13.5% | -27.0% | +13.5% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling