+40.9%
PLD vs ALHC
-60.6%
+101.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -1.0% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -3.7% | -9.6% | +5.9% | -3.2% |
| 3M | -7.9% | -44.5% | +36.6% | -4.7% |
| 6M | -9.2% | -59.2% | +50.0% | -4.8% |
| YTD | +3.1% | -62.0% | +65.1% | +8.2% |
| 1Y | +6.2% | -54.8% | +61.0% | +10.1% |
| 3Y | +35.4% | +25.0% | +10.4% | +24.8% |
| 5Y | +0.1% | -65.3% | +65.4% | -5.1% |
| All | +40.9% | -60.6% | +101.5% | +34.7% |
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