+7.6%
PFE vs ALHC
-61.5%
+69.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.6% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | +5.0% | -14.2% | +19.1% | +5.2% |
| 3M | +12.2% | -45.1% | +57.3% | +13.4% |
| 6M | +14.6% | -59.5% | +74.1% | +16.1% |
| YTD | +24.1% | -62.8% | +87.0% | +25.8% |
| 1Y | +26.6% | -55.5% | +82.1% | +27.7% |
| 3Y | +14.3% | +25.7% | -11.4% | +10.0% |
| 5Y | -21.9% | -66.8% | +44.9% | -23.7% |
| All | +7.6% | -61.5% | +69.1% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling