+19.5%
PFE vs ALHC
-55.7%
+75.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +0.3% | -10.6% | +10.9% | +0.4% |
| 3M | +9.4% | -45.3% | +54.7% | +9.6% |
| 6M | +14.9% | -59.7% | +74.6% | +14.4% |
| YTD | +23.8% | -62.7% | +86.5% | +18.3% |
| 1Y | +19.5% | -56.1% | +75.6% | +9.0% |
| All | +19.5% | -55.7% | +75.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling