-2.5%
PFE vs ALHC
+136.3%
-138.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -0.6% | +2.3% | +1.8% |
| 30D | +10.2% | -1.0% | +11.3% | +10.2% |
| 3M | +12.7% | -10.2% | +22.8% | +12.4% |
| 6M | +10.5% | -28.3% | +38.8% | +10.6% |
| YTD | +20.2% | -31.4% | +51.6% | +20.1% |
| 1Y | +24.1% | -16.9% | +41.0% | +23.5% |
| All | -2.5% | +136.3% | -138.8% | -7.5% |
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