+39.1%
PLD vs ALHC
-61.5%
+100.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.3% | -14.2% | +13.9% | +0.6% |
| 3M | -8.0% | -45.1% | +37.1% | -4.7% |
| 6M | -9.8% | -59.5% | +49.7% | -5.3% |
| YTD | +1.8% | -62.8% | +64.6% | +7.0% |
| 1Y | +5.6% | -55.5% | +61.1% | +9.6% |
| 3Y | +33.3% | +25.7% | +7.6% | +22.7% |
| 5Y | +0.3% | -66.8% | +67.1% | -4.7% |
| All | +39.1% | -61.5% | +100.6% | +33.2% |
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