+488.7%
PH vs ALC
+30.4%
+458.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.6% |
| 7D | +4.3% | -1.1% | +5.4% | +4.8% |
| 30D | +0.1% | +16.0% | -15.9% | -7.8% |
| 3M | -9.4% | +0.8% | -10.2% | -10.5% |
| 6M | +8.8% | +16.8% | -8.1% | -1.4% |
| YTD | +9.6% | -5.5% | +15.1% | +10.0% |
| 1Y | +14.4% | -5.3% | +19.7% | +14.5% |
| 3Y | +134.5% | +4.1% | +130.5% | +114.2% |
| 5Y | +204.4% | -7.1% | +211.5% | +191.5% |
| All | +488.7% | +30.4% | +458.3% | +297.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling