+464.2%
PH vs ALC
+31.8%
+432.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.9% |
| 7D | +2.0% | +4.9% | -2.9% | -0.7% |
| 30D | -3.7% | +19.0% | -22.6% | -12.4% |
| 3M | -14.0% | +7.8% | -21.8% | -18.1% |
| 6M | +2.1% | +14.6% | -12.5% | -6.4% |
| YTD | +5.1% | -4.4% | +9.5% | +4.9% |
| 1Y | +10.9% | +1.4% | +9.5% | +6.9% |
| 3Y | +132.9% | +2.5% | +130.4% | +115.2% |
| 5Y | +200.1% | -10.9% | +211.0% | +196.2% |
| All | +464.2% | +31.8% | +432.3% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling