+1.5%
PLD vs ALHC
-62.4%
+64.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -1.6% |
| 7D | +0.4% | -6.2% | +6.6% | +0.8% |
| 30D | -0.1% | -9.7% | +9.6% | +0.4% |
| 3M | -7.9% | -44.7% | +36.8% | -4.4% |
| 6M | -7.0% | -58.7% | +51.7% | -2.1% |
| YTD | +3.1% | -61.7% | +64.8% | +8.6% |
| 1Y | +7.1% | -55.7% | +62.8% | +11.5% |
| 3Y | +32.9% | +25.6% | +7.3% | +20.7% |
| 5Y | +1.5% | -65.8% | +67.3% | -3.3% |
| All | +1.5% | -62.4% | +64.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling