+20.9%
PFE vs ALHC
+30.0%
-9.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.4% |
| 7D | -0.7% | +3.8% | -4.5% | -0.7% |
| 30D | +5.3% | +1.7% | +3.7% | +5.3% |
| 3M | +10.1% | -44.3% | +54.5% | +10.4% |
| 6M | +18.0% | -57.2% | +75.3% | +18.2% |
| YTD | +25.8% | -61.2% | +87.0% | +25.9% |
| 1Y | +28.4% | -53.2% | +81.6% | +28.3% |
| 3Y | +20.9% | +27.8% | -6.9% | +12.1% |
| All | +20.9% | +30.0% | -9.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling