+43.0%
PLD vs ALHC
-61.8%
+104.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +0.7% | +3.9% | -3.2% | +0.4% |
| 30D | +0.8% | -3.6% | +4.5% | +1.0% |
| 3M | -6.1% | -49.4% | +43.3% | -2.2% |
| 6M | -8.0% | -59.5% | +51.4% | -3.5% |
| YTD | +4.7% | -63.2% | +67.8% | +10.1% |
| 1Y | +7.2% | -55.5% | +62.7% | +11.2% |
| 3Y | +39.2% | +23.0% | +16.2% | +28.5% |
| 5Y | +1.9% | -65.7% | +67.6% | -3.1% |
| All | +43.0% | -61.8% | +104.9% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling