+12.5%
PG vs ALHC
-30.4%
+43.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -2.0% |
| 7D | -3.4% | -4.1% | +0.7% | -3.3% |
| 30D | -2.6% | -5.4% | +2.8% | -2.5% |
| 3M | -3.3% | -32.1% | +28.8% | -2.7% |
| 6M | -6.7% | -28.5% | +21.8% | -6.4% |
| YTD | +1.7% | -34.0% | +35.8% | +2.2% |
| 1Y | -7.9% | -20.9% | +13.0% | -7.8% |
| 3Y | +0.9% | +151.5% | -150.6% | -2.9% |
| All | +12.5% | -30.4% | +43.0% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling