+1.6%
PG vs ALHC
+143.4%
-141.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -0.8% | -6.9% | +6.1% | -0.8% |
| 30D | +0.8% | -6.7% | +7.6% | +0.9% |
| 3M | -1.3% | -37.7% | +36.4% | -1.0% |
| 6M | -3.8% | -30.0% | +26.2% | -3.8% |
| YTD | +3.6% | -36.2% | +39.8% | +3.7% |
| 1Y | -5.7% | -22.9% | +17.1% | -5.6% |
| 3Y | +1.6% | +138.4% | -136.8% | -2.2% |
| All | +1.6% | +143.4% | -141.8% | -2.2% |
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