+253.6%
PH vs ALC
-16.0%
+269.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | -3.1% | -2.1% | -1.0% | -2.3% |
| 30D | -3.2% | -0.1% | -3.1% | -3.4% |
| 3M | +10.6% | +5.9% | +4.7% | +7.5% |
| 6M | -2.1% | -15.9% | +13.8% | +4.3% |
| YTD | +10.2% | -10.1% | +20.3% | +13.7% |
| 1Y | +28.2% | -10.2% | +38.4% | +32.0% |
| 3Y | +134.9% | -13.6% | +148.4% | +141.9% |
| All | +253.6% | -16.0% | +269.6% | +255.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling