-7.4%
PEP vs ALHC
-60.0%
+52.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.8% |
| 7D | +2.9% | +1.0% | +1.9% | +2.9% |
| 30D | +14.2% | -14.2% | +28.4% | +14.8% |
| 3M | +3.2% | -45.1% | +48.3% | +5.2% |
| 6M | -7.4% | -59.5% | +52.1% | -6.0% |
| All | -7.4% | -60.0% | +52.5% | -6.0% |
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