+15.0%
PEP vs ALHC
-28.9%
+44.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -1.1% | -10.2% | +9.0% | -1.2% |
| 6M | -13.5% | -28.3% | +14.8% | -13.2% |
| YTD | -1.2% | -31.4% | +30.3% | -0.9% |
| 1Y | -1.6% | -16.9% | +15.4% | -1.7% |
| 3Y | -12.5% | +135.5% | -148.0% | -16.0% |
| 5Y | +3.0% | -33.6% | +36.7% | -1.0% |
| All | +15.0% | -28.9% | +44.0% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling