+487.6%
PH vs ALC
+21.6%
+466.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +0.4% | -3.7% | +4.1% | +2.3% |
| 30D | -10.8% | -3.7% | -7.1% | -9.2% |
| 3M | +8.5% | +4.6% | +3.9% | +5.2% |
| 6M | +3.9% | -14.6% | +18.5% | +11.3% |
| YTD | +9.4% | -11.9% | +21.3% | +14.8% |
| 1Y | +26.8% | -13.1% | +39.9% | +33.6% |
| 3Y | +140.8% | -15.0% | +155.8% | +149.3% |
| 5Y | +253.8% | -16.2% | +270.0% | +260.8% |
| All | +487.6% | +21.6% | +466.0% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling